Weak consistency of estimators in linear regression model

DOI10.2478/V10127-012-0010-3MaRDI QIDQ2913245zbMATH OpenOpenAlexFDO

Authors Petr Lachout

Publication date 26 September 2012

Published in Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/v10127-012-0010-3

zbMATH Keywords

\(L_{2}\)-convergencelinear regressionweak consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

Review text

The Weak consistency of M estimators of the regression coefficients in linear regression models is proved and the form of its rate is determined. Some natural conditions on the error terms and covariates are assumed. \(L_{2}\)-convergence is used for proving the statements.

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Cited in

(3)

• Weak consistency of partial linear regression model with AANA errors
• Weak consistency of M-estimate in linear regression models with weakly dependent errors
• On weak consistency in linear models with equi-correlated random errors

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