An exponential inequality and its application to M estimators in multiple linear models
Author:
Funder
NNSF
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-018-0994-0.pdf
Reference29 articles.
1. Chen PY, Sung SH (2017) A Bernstein type inequality for NOD random variables and applications. J Math Inequal 11(2):455–467
2. Chen XR, Wu YH (1988) Strong consistency of $$M$$-estimates in linear models. J Multivar Anal 27:116–130
3. Chen XR, Zhao LC (1996) $$M$$-Methods in Linear Model. Scientific and Technical Publishers, Shanghai
4. Cheng CS, Li KC (1984) The strong consistency of $$M$$-estimators in linear models. J Multivar Anal 15:91–98
5. Chen W, Wang YB, Cheng DY (2016) An inequality of widely dependent random variables and its applications. Lith Math J 56(1):16–31
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