Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors

DOI10.1111/anzs.12393MaRDI QIDQ6139770

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Publication date: 19 December 2023

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic properties\(M\)-estimatoralmost sure convergenceBernstein-type inequalitystrong consistencymultivariate linear regression model

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

Cites Work

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