Asymptotic Normality of M-Estimator in Linear Regression Model with Asymptotically Almost Negatively Associated Errors

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...

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Bibliographic Details
Main Author: Yu Zhang
Format: Article
Language:English
Published: MDPI AG 2023-09-01
Series:Mathematics
Subjects:
AANA
linear regression model
M-estimator
asymptotic normality
central limit theorem
Online Access:https://www.mdpi.com/2227-7390/11/18/3858

Internet

https://www.mdpi.com/2227-7390/11/18/3858

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