QA496 : On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2018
Authors:
Abstarct: In this thesis 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.
Keywords:
#Strong consistency #Negatively superadditive dependent #Robust regression.
Keeping place: Central Library of Shahrood University
Visitor:
Keeping place: Central Library of Shahrood University
Visitor: