Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors |
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| Authors: | Yu Zhang Hongchang Hu |
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| Institution: | 1. State Key Laboratory of Mechanics Control of Mechanical Structures, Institute of Nano Science and Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing, China;2. School of Mathematics and Statistics, Hubei Normal University, Huangshi, China |
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| Abstract: | AbstractThis paper studies a linear regression model with asymptotically almost negatively associated (AANA, in short) random errors. Under some mild conditions, the weak consistency of M-estimator of the unknown parameter is investigated, which extend the corresponding results for independent random errors and negatively associated (NA, in short) random errors. At last, two simulation examples are presented to verify the weak consistency of M-estimator in the model. |
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| Keywords: | Asymptotically almost negatively associated linear regression model M-estimator weak consistency |
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