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Volume 29, Issue 1
Strong Consistency of $M$ Estimator in Linear Model for $\widetilde{φ}$-Mixing Samples

Xuejun Wang, Shuhe Hu, Jimin Ling, Yunfei Wei & Zhuqiang Chen

Commun. Math. Res., 29 (2013), pp. 32-40.

Published online: 2021-05

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  • 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.

  • Keywords

$\widetilde{φ}$-mixing sample, $M$ estimator, strong consistency.

  • AMS Subject Headings

62J05, 62F12

  • Copyright

COPYRIGHT: © Global Science Press

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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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