Bahadur representations of M-estimators and their applications in general linear models
Abstract Consider the linear regression model yi=xiTβ+ei,i=1,2,…,n, $$y_{i}=x_{i}^{T}\beta+e_{i},\quad i=1,2, \ldots,n, $$ where ei=g(…,εi−1,εi) $e_{i}=g(\ldots,\varepsilon_{i-1},\varepsilon_{i})$ are general dependence errors. The Bahadur representations of M-estimators of the parameter β are given...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2018-05-01
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| Series: | Journal of Inequalities and Applications |
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| Online Access: | http://link.springer.com/article/10.1186/s13660-018-1715-x |