M-test in linear models with negatively superadditive dependent errors
نویسندگان
چکیده
منابع مشابه
M-test in linear models with negatively superadditive dependent errors
This paper is concerned with the testing hypotheses of regression parameters in linear models in which errors are negatively superadditive dependent (NSD). A robust M-test base on M-criterion is proposed. The asymptotic distribution of the test statistic is obtained and the consistent estimates of the redundancy parameters involved in the asymptotic distribution are established. Finally, some M...
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We study the asymptotic behavior of M -estimates of regression parameters in multiple linear models where errors are dependent random variables. A Bahadur representation of the M -estimates is derived and a central limit theorem is established. The results are applied to linear models with errors being short-range dependent linear processes, heavy-tailed linear processes and some widely used no...
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The paper is concerned with inference for linear models with fixed regressors and weakly dependent stationary time series errors. Theoretically, we obtain asymptotic normality for the M -estimator of the regression parameter under mild conditions and establish a uniform Bahadur representation for recursive M -estimators. Methodologically, we extend the recently proposed self-normalized approach...
متن کاملComplete Convergence forWeighted Sums of Negatively Superadditive Dependent Random Variables
Abstract. Let {Xn,n≥1} be a sequence of negatively superadditive dependent (NSD, in short) random variables and {ank,1≤ k≤n,n≥1} be an array of real numbers. Under some suitable conditions, we present some results on complete convergence for weighted sums ∑k=1ankXk of NSD random variables by using the Rosenthal type inequality. The results obtained in the paper generalize some corresponding one...
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This article is concerned with inference for linear models with fixed regressors and weakly dependent errors. Theoretically, we obtain the asymptotic normality for the M-estimator of the regression parameter under mild conditions and establish a uniform Bahadur representation for recursive M-estimators. Methodologically, we extend the recently proposed self-normalized approach [Shao (2010)] fro...
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ژورنال
عنوان ژورنال: Journal of Inequalities and Applications
سال: 2017
ISSN: 1029-242X
DOI: 10.1186/s13660-017-1509-6