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The strong consistency of M estimator in a linear model for negatively dependent random samples. (English) Zbl 1208.62039
Summary: The strong consistency of M estimators of the regression parameters in linear models for negatively dependent random errors under some mild conditions is established, which is an essential improvement on the relevant results in the literature on the moment conditions and dependent errors. Especially, Theorems 1 and 2 in Q. Wu, J. Syst. Sci. Complex. 19, No. 4, 592–600 (2006; Zbl 1123.62022), are not only extended to the case of negatively dependent random errors, but also are improved essentially on the moment conditions.

MSC:
62F12Asymptotic properties of parametric estimators
62J05Linear regression
65C60Computational problems in statistics