Asymptotic properties of <i>M</i> estimators in classical linear models with <i>φ</i> -mixing random errors-Reference-Cited by-同舟云学术

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Asymptotic properties of M estimators in classical linear models with φ -mixing random errors

Published:2023-06-25 Issue:18 Volume:93 Page:3259-3284
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Deng Xin¹,Wu Yi²,Wang Wei²,Wang Xuejun³

Affiliation:

1. School of Mathematics and Finance, Chuzhou University, Chuzhou, People's Republic of China

2. School of Big Data and Artificial Intelligence, Chizhou University, Chizhou, People's Republic of China

3. School of Big Data and Statistics, Anhui University, Hefei, People's Republic of China

Funder

National Social Science Foundation of China

National Natural Science Foundation of China

Natural Science Foundation of Anhui Province

Provincial Natural Science Research Project of Anhui Colleges

Outstanding Top-notch Talent Cultivation Project of Anhui Province

Excellent Young Talent Support Program Project of Higher Education Institutions of Anhui Province

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2023.2220157

Reference35 articles.

1. Robust Regression: Asymptotics, Conjectures and Monte Carlo

2. The strong consistency of M-estimators in linear models

3. Strong consistency of M-estimates in linear models

4. Strong consistency of M-estimates in linear models

5. The Strong Consistency ofMEstimator in a Linear Model for Negatively Dependent Random Samples

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