A note on the strong consistency of M-estimates in linear models
Statistics Theory
2015-05-28 v1 Statistics Theory
Abstract
We improve a known result on the strong consistency of M-estimates of the regression parameters in a linear model for independent and identically distributed random errors under some mild conditions.
Keywords
Cite
@article{arxiv.1505.07178,
title = {A note on the strong consistency of M-estimates in linear models},
author = {Xinghui Wang and Shuhe Hu},
journal= {arXiv preprint arXiv:1505.07178},
year = {2015}
}