Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
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Publication:1739325
DOI10.1007/s11009-017-9589-9zbMath1411.62186OpenAlexW2754287123MaRDI QIDQ1739325
Publication date: 26 April 2019
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-017-9589-9
strong convergencelinear modelstrong consistency\(M\) estimatorwidely orthant dependent random errors
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Strong limit theorems (60F15)
Related Items (4)
Random weighting method for M-test in linear model with dependent errors ⋮ Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors ⋮ Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models ⋮ Asymptotic properties of M estimators in classical linear models with φ -mixing random errors
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