On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors
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Publication:2804157
DOI10.1111/anzs.12117zbMath1336.62094OpenAlexW1546626531MaRDI QIDQ2804157
Publication date: 28 April 2016
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12117
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Probability inequalities for sums of NSD random variables and applications ⋮ M-test in linear models with negatively superadditive dependent errors ⋮ The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors ⋮ Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors ⋮ Asymptotic properties of M estimators in classical linear models with φ -mixing random errors ⋮ Consistency of estimator for nonparametric regression under negatively superadditive dependent random variables ⋮ Asymptotic property of \(M\) estimator in classical linear models under dependent random errors
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