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The strong consistency of M estimator in linear models based on widely orthant dependent errors

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Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas Aims and scope Submit manuscript

Abstract

In the paper, we mainly investigated the asymptotic property of the M estimator of the regression parameters in linear models for widely orthant dependent random errors under some mild conditions. The strong consistency of the M estimator of the regression parameters in linear models is established, which generalizes some corresponding ones for independent random variables and some dependent random variables.

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Acknowledgments

The authors are most grateful to the Editor-in-Chief Manuel Lopez-Pellicer and anonymous referees for careful reading of the manuscript and valuable suggestions which helped in improving an earlier version of this paper.

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Authors and Affiliations

  1. School of Mathematical Sciences, Anhui University, Hefei, 230601, People’s Republic of China

    Xin Deng, Xuejun Wang, Shijie Wang & Rui Wang

Authors
  1. Xin Deng
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  2. Xuejun Wang
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  3. Shijie Wang
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  4. Rui Wang
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Corresponding author

Correspondence to Xuejun Wang.

Additional information

Supported by the National Natural Science Foundation of China (11201001, 11501004, 11501005, 11671012), the National Social Science Foundation of China (14ATJ005), the Natural Science Foundation of Anhui Province (1508085J06), the Key Projects for Academic Talent of Anhui Province (gxbjZD2016005) and the Provincial Natural Science Research Project of Anhui Colleges (KJ2015A018).

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Deng, X., Wang, X., Wang, S. et al. The strong consistency of M estimator in linear models based on widely orthant dependent errors. RACSAM 111, 781–796 (2017). https://doi.org/10.1007/s13398-016-0333-z

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  • DOI: https://doi.org/10.1007/s13398-016-0333-z

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