Strong consistency of M-estimates in linear models

DOI10.1007/BF02880036zbMath1098.62027OpenAlexW4245944457MaRDI QIDQ5920635

Lin Cheng Zhao

Publication date: 22 September 2006

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02880036

Mathematics Subject Classification ID

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

Related Items (6)

M-test in linear models with negatively superadditive dependent errors ⋮ Asymptotic properties of M estimators in classical linear models with φ -mixing random errors ⋮ Asymptotic properties for M-estimators in linear models with dependent random errors ⋮ An exponential inequality and its application to \(M\) estimators in multiple linear models ⋮ Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors ⋮ On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors

Cites Work

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• Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
• Rates of a.s. convergence of the estimation of error variance in linear models
• On the consistency of M-estimate in a linear model obtained through an estimating equation
• Asymptotic behavior of M-estimators for the linear model
• Some contributions to M-estimation in linear models
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Linear models. Least squares and alternatives
• Probability Inequalities for the Sum of Independent Random Variables
• Robust Statistics

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