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Abstract This 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… Click to show full abstract
Abstract This 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.
Keywords:
negatively associated;
model;
weak consistency;
consistency estimator
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2019
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Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!