Strong Consistency of M Estimator in Linear Model for ˜φ-Mixing Samples
Year: 2013
Author: Xuejun Wang, Shuhe Hu, Jimin Ling, Yunfei Wei, Zhuqiang Chen
Communications in Mathematical Research , Vol. 29 (2013), Iss. 1 : pp. 32–40
Abstract
The strong consistency of M estimator of regression parameter in linear model for ˜φ-mixing samples is discussed by using the classic Rosenthal type inequality. We get the strong consistency of M estimator under lower moment condition, which generalizes and improves the corresponding ones for independent sequences.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2013-CMR-19026
Communications in Mathematical Research , Vol. 29 (2013), Iss. 1 : pp. 32–40
Published online: 2013-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 9
Keywords: ˜φ-mixing sample M estimator strong consistency.
Author Details
Xuejun Wang Email
Shuhe Hu Email
Jimin Ling Email
Yunfei Wei Email
Zhuqiang Chen Email