Strong Consistency of $M$ Estimator in Linear Model for $\widetilde{φ}$-Mixing Samples
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@Article{CMR-29-32,
author = {Wang , XuejunHu , ShuheLing , JiminWei , Yunfei and Chen , Zhuqiang},
title = {Strong Consistency of $M$ Estimator in Linear Model for $\widetilde{φ}$-Mixing Samples},
journal = {Communications in Mathematical Research },
year = {2021},
volume = {29},
number = {1},
pages = {32--40},
abstract = {
The strong consistency of $M$ estimator of regression parameter in linear model for $\widetilde{φ}$-mixing samples is discussed by using the classic Rosenthal type inequality. We get the strong consistency of $M$ estimator under lower moment condition, which generalizes and improves the corresponding ones for independent sequences.
}, issn = {2707-8523}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/cmr/19026.html} }
TY - JOUR
T1 - Strong Consistency of $M$ Estimator in Linear Model for $\widetilde{φ}$-Mixing Samples
AU - Wang , Xuejun
AU - Hu , Shuhe
AU - Ling , Jimin
AU - Wei , Yunfei
AU - Chen , Zhuqiang
JO - Communications in Mathematical Research
VL - 1
SP - 32
EP - 40
PY - 2021
DA - 2021/05
SN - 29
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/cmr/19026.html
KW - $\widetilde{φ}$-mixing sample, $M$ estimator, strong consistency.
AB -
The strong consistency of $M$ estimator of regression parameter in linear model for $\widetilde{φ}$-mixing samples is discussed by using the classic Rosenthal type inequality. We get the strong consistency of $M$ estimator under lower moment condition, which generalizes and improves the corresponding ones for independent sequences.
Wang , XuejunHu , ShuheLing , JiminWei , Yunfei and Chen , Zhuqiang. (2021). Strong Consistency of $M$ Estimator in Linear Model for $\widetilde{φ}$-Mixing Samples.
Communications in Mathematical Research . 29 (1).
32-40.
doi:
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