Weak consistency of M-estimate in linear regression models with weakly dependent errors

DOI10.11845/SXJZ.2020005BMaRDI QIDQ3385146zbMATH OpenFDO

Authors Hongchang Hu

Publication date 17 December 2021

Full work available at URL https://doi.org/10.11845/SXJZ.2020005B

zbMATH Keywords

\((\varepsilon, \psi)\)-weak dependencelinear regression modelsM-estimateweak consistency

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(9)

• Weak consistency of partial linear regression model with AANA errors
• Asymptotic properties of the estimator of linear regression parameters in the case of weakly dependent regressors
• Weak consistency of estimators in linear regression model
• scientific article; zbMATH DE number 4094608 (Why is no real title available?)
• On weak consistency in linear models with equi-correlated random errors
• Linear representation of M-estimates in linear regression models with dependent errors
• Weak linear representation of M-estimation in GLMs with dependent errors
• Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors
• M-estimation for linear models with exchangeable errors

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