Strong Consistency of $M$ Estimator in Linear Model for $\widetilde{φ}$-Mixing Samples

Strong Consistency of $M$ Estimator in Linear Model for $\widetilde{φ}$-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 $\widetilde{φ}$-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:    $\widetilde{φ}$-mixing sample $M$ estimator strong consistency.

Author Details

Xuejun Wang

Shuhe Hu

Jimin Ling

Yunfei Wei

Zhuqiang Chen