Asymptotic Property of M Estimator in Classical Linear Models Under Dependent Random Errors
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DOI: 10.1007/s11009-017-9589-9
Abstract: In this paper, we first establish a useful result on strong convergence for weighted sums of widely orthant dependent (WOD, in short) random variables. Based on the strong convergence that we established and the Bernstein… read more here.
Keywords: random errors; random variables; asymptotic property; dependent random ... See more keywords