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On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors

Australian and New Zealand Journal of Statistics (2015) 57(2) 259-274
DOI: 10.1111/anzs.12117
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Abstract

In this paper we discuss the strong consistency of M-estimates of the regression parameters in a linear model with negatively superadditive dependent (NSD) random errors. The result improves the moment condition and generalises the case of independent random errors to that of NSD random errors.

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Wang, X., & Hu, S. (2015). On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors. Australian and New Zealand Journal of Statistics, 57(2), 259–274. https://doi.org/10.1111/anzs.12117

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