The Strong Consistency of M Estimator in a Linear Model for Negatively Dependent Random Samples |
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Authors: | Qunying Wu Yuanying Jiang |
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Affiliation: | 1. College of Science , Guilin University of Technology , Guilin, P.R. China wqy666@glite.edu.cn;3. College of Science , Guilin University of Technology , Guilin, P.R. China |
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Abstract: | The strong consistency of M estimators of the regression parameters in linear models for negatively dependent random errors under some mild conditions is established, which is an essential improvement on the relevant results in the literature on the moment conditions and dependent errors. Especially, Theorems 1 and 2 of Wu (2006 Wu , Q. Y. ( 2006 ). Strong consistency of M estimator in linear model for negatively associated samples . J. Syst. Sci. Complex. 19 ( 4 ): 592 – 600 .[Crossref] , [Google Scholar]) are not only extended to the case of negatively dependent random errors, but also are improved essentially on the moment conditions. |
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Keywords: | Linear model M estimator Moment condition Negatively dependent random error Strong consistency |
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