Metrika

, Volume 79, Issue 3, pp 265–266 | Cite as

A note on the strong consistency of M-estimates in linear models

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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.

Keywords

Linear model Strong consistency M-estimate 

Mathematics Subject Classification

62F12 
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Notes

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.

Reference

  1. Zhao LC (2002) Strong consistency of M-estimates in linear models. Sci China Ser A 45:1420–1427MathSciNetCrossRefMATHGoogle Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  1. 1.Department of StatisticsAnhui UniversityHefeiPeople’s Republic of China

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