Asymptotic Normality of M-Estimator in Linear Regression Model with Asymptotically Almost Negatively Associated Errors
This paper studies a linear regression model in which the errors are asymptotically almost negatively associated (AANA, in short) random variables. Firstly, the central limit theorem for AANA sequences of random variables is established. Then, we use the central limit theorem to investigate the asym...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
MDPI AG
2023-09-01
|
| Edice: | Mathematics |
| Témata: | |
| On-line přístup: | https://www.mdpi.com/2227-7390/11/18/3858 |
| Tagy: |
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|