The Strong Consistency of M Estimator in a Linear Model for Negatively Dependent Random Samples

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.40, Iss.3, 2011-01, pp. : 467-491

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A Strong Limit Theorem for Weighted Sums of Negatively Dependent Random Variables

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 2, 2015-01 ,pp. : 428-439

Taylor & Francis Ltd

Access to resources Recommend Favorite

M-Estimator of a Generalized Linear Model with Measurement Errors

By Huang Yujie

Communications in Statistics: Theory and Methods, Vol. 40, Iss. 3, 2011-01 ,pp. : 532-546

Taylor & Francis Ltd

Access to resources Recommend Favorite

Rate of Strong Consistency of Maximum Quasi-Likelihood Estimator in Multivariate Generalized Linear Models

By Yin Changming

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 19, 2008-01 ,pp. : 3115-3123

Taylor & Francis Ltd

Access to resources Recommend Favorite

Asymptotics of the Theil-Sen estimator in the simple linear regression model with a random covariate

By Xueqin Wang

Journal of Nonparametric Statistics, Vol. 17, Iss. 1, 2005-01 ,pp. : 107-120

Taylor & Francis Ltd

Access to resources Recommend Favorite

A general kernel functional estimator with general bandwidth—strong consistency and applications

By Weissbach Rafael

Journal of Nonparametric Statistics, Vol. 18, Iss. 1, 2006-01 ,pp. : 1-12

Taylor & Francis Ltd

Access to resources Recommend Favorite