Affiliation:
1. College of Mathematics and Statistics, Hubei Normal University, Hubei Huangshi, Hubei, 0086/435000, P. R. China
Abstract
In this paper, we consider the generalized linear models (GLMs) [Formula: see text] where [Formula: see text] is a continuous differentiable function, [Formula: see text] are dependent errors. We obtain the M-estimator [Formula: see text] of [Formula: see text] from the following equation: [Formula: see text] where [Formula: see text] is assumed to be a convex function. We also show the linear representation and asymptotic normality of the estimator, which extend the correspondingly results of Wu et al. (M-estimation of linear models with dependent errors, Ann. Statist. 2007) to GLMs.
Funder
Natural Science Foundation of China
Publisher
World Scientific Pub Co Pte Lt
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献