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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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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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