A note on the strong consistency of M-estimates in linear models
Xinghui Wang, Shuhe Hu
TL;DR
This paper enhances the understanding of the strong consistency of M-estimates in linear regression models with i.i.d. errors, under less restrictive conditions than previously required.
Contribution
It provides an improved proof of the strong consistency of M-estimates in linear models under milder assumptions.
Findings
Established strong consistency under weaker conditions.
Extended previous results to broader classes of M-estimates.
Simplified proof technique for consistency.
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.
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Taxonomy
TopicsStatistical Methods and Inference · Advanced Statistical Methods and Models · Probability and Risk Models