On the consistency of M-estimate in a linear model obtained through an estimating equation

DOI10.1016/0167-7152(92)90214-PzbMath0755.62054MaRDI QIDQ1198992

C. Radhakrishna Rao, Lin Cheng Zhao

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

consistencylinear modelestimating equationGauss-Markov model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (7)

Sensitivity analysis of \(M\)-estimates ⋮ A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers ⋮ Asymptotic property of \(M\) estimator in classical linear models under dependent random errors ⋮ Strong consistency of M-estimates in linear models ⋮ On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors ⋮ Some contributions to M-estimation in linear models ⋮ Unnamed Item

Cites Work

• Asymptotic behavior of M-estimators for the linear model
• Weak and strong consistency of the least squares estimators in regression models
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