1. Bai ZD, Rao RC, Wu YH (1992)M-estimation of multivariate linear regression parameter under a convex discrepancy function. Statistica Sinica 2:237–254
2. Billingsley P (1966) Ergodic theory and information. Wiley, New York
3. Borges R (1966) Zur Existenz von separabeln stochastischen Prozessen. Zeitschr Wahrsch verw Geb 6:125–128
4. Chen XR, Wu YH (1989) Strong consistency ofM-estimates in linear models. Multivariate Statistics and Probability (Eds) Rao CR, Rao MM Academic Press, Boston 116–130
5. Chen XR, Zhao LC, Wu YH (1993) On conditions of consistency of ML1N estimates. Statistica Sinica 3:9–18