Bahadur representations of M-estimators and their applications in general linear models

Consider the linear regression model [Formula: see text] where [Formula: see text] are general dependence errors. The Bahadur representations of M-estimators of the parameter β are given, by which asymptotically the theory of M-estimation in linear regression models is unified. As applications, the...

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Detalles Bibliográficos
Autor principal: Hu, Hongchang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5978921/
https://www.ncbi.nlm.nih.gov/pubmed/30137866
http://dx.doi.org/10.1186/s13660-018-1715-x
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author Hu, Hongchang
author_facet Hu, Hongchang
author_sort Hu, Hongchang
collection PubMed
description Consider the linear regression model [Formula: see text] where [Formula: see text] are general dependence errors. The Bahadur representations of M-estimators of the parameter β are given, by which asymptotically the theory of M-estimation in linear regression models is unified. As applications, the normal distributions and the rates of strong convergence are investigated, while [Formula: see text] are m-dependent, and the martingale difference and [Formula: see text] -weakly dependent.
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spelling pubmed-59789212018-06-21 Bahadur representations of M-estimators and their applications in general linear models Hu, Hongchang J Inequal Appl Research Consider the linear regression model [Formula: see text] where [Formula: see text] are general dependence errors. The Bahadur representations of M-estimators of the parameter β are given, by which asymptotically the theory of M-estimation in linear regression models is unified. As applications, the normal distributions and the rates of strong convergence are investigated, while [Formula: see text] are m-dependent, and the martingale difference and [Formula: see text] -weakly dependent. Springer International Publishing 2018-05-22 2018 /pmc/articles/PMC5978921/ /pubmed/30137866 http://dx.doi.org/10.1186/s13660-018-1715-x Text en © The Author(s) 2018 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Hu, Hongchang
Bahadur representations of M-estimators and their applications in general linear models
title Bahadur representations of M-estimators and their applications in general linear models
title_full Bahadur representations of M-estimators and their applications in general linear models
title_fullStr Bahadur representations of M-estimators and their applications in general linear models
title_full_unstemmed Bahadur representations of M-estimators and their applications in general linear models
title_short Bahadur representations of M-estimators and their applications in general linear models
title_sort bahadur representations of m-estimators and their applications in general linear models
topic Research
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5978921/
https://www.ncbi.nlm.nih.gov/pubmed/30137866
http://dx.doi.org/10.1186/s13660-018-1715-x
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