Abstract
This paper discusses the strong consistency of M estimator of regression parameter in linear model for negatively associated samples. As a result, the author extends Theorem 1 and Theorem 2 of Shanchao YANG (2002) to the NA errors without necessarily imposing any extra condition.
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The research is supported by National Natural Science Foundation of China (No. 10661006), the Support Program for 100 Young and Middle-aged Disciplinary Leaders in Guangxi Higher Education Institutions ([2005]64), and Guangxi Science Foundation (0447096).
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Wu, Q. Strong Consistency of M Estimator in Linear Model for Negatively Associated Samples. Jrl Syst Sci & Complex 19, 592–600 (2006). https://doi.org/10.1007/s11424-006-0592-4
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DOI: https://doi.org/10.1007/s11424-006-0592-4