Abstract
We improve a known result on the strong consistency of M-estimates of the regression parameters in a linear model for independent and identically distributed random errors under some mild conditions.
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Reference
Zhao LC (2002) Strong consistency of M-estimates in linear models. Sci China Ser A 45:1420–1427
Acknowledgments
The authors are most grateful to Professor Norbert Henze and an Associate Editor for their comments and valuable suggestions which helped to improve an earlier version of this paper.
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This work is supported by the National Natural Science Foundation of China (11171001, 11201001, 11426032), the Natural Science Foundation of Anhui Province (1308085QA03, 1408085QA02), the Science Fund for Distinguished Young Scholars of Anhui Province (1508085J06) and Introduction Projects of Anhui University Academic and Technology Leaders.
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Wang, X., Hu, S. A note on the strong consistency of M-estimates in linear models. Metrika 79, 265–266 (2016). https://doi.org/10.1007/s00184-015-0554-8
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DOI: https://doi.org/10.1007/s00184-015-0554-8