The strong consistency of M-estimators in linear models

Ching-Shui Cheng and Ker-Chau Li

Journal of Multivariate Analysis, 1984, vol. 15, issue 1, 91-98

Abstract: The strong consistency of M-estimators in linear models is considered. Under some conditions on the ratios of maximum and minimum eigenvalues of the information matrices the desired result is established.

Keywords: Information; matrix; M-estimators; scale; equivariance; strong; consistency (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (4)

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