The strong consistency of M-estimates in linear models with extended negatively dependent errors

Xinghui Wang and Shuhe Hu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 10, 5093-5108

Abstract: In this paper, we first establish the strong convergence for weighted sums of extended negatively dependent (END) random variables. Based on the strong convergence and Bernstein inequality, we obtain the strong consistency of M-estimates of the regression parameters in a linear model for END random errors under some mild moment conditions. The results generalize and improve the ones obtained in the literature to the case of END random errors.

Date: 2017
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DOI: 10.1080/03610926.2015.1096386

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