HOU Yuhua, ZHU Yantang. A TWO-STAGE M-ESTIMATES OF THE PARAMETERS AND ITS ASYMPTOTIC PROPERTIES IN MIXED REGRESSION MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(3): 231-239.
Citation:
HOU Yuhua, ZHU Yantang. A TWO-STAGE M-ESTIMATES OF THE PARAMETERS AND ITS ASYMPTOTIC PROPERTIES IN MIXED REGRESSION MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(3): 231-239.
HOU Yuhua, ZHU Yantang. A TWO-STAGE M-ESTIMATES OF THE PARAMETERS AND ITS ASYMPTOTIC PROPERTIES IN MIXED REGRESSION MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(3): 231-239.
Citation:
HOU Yuhua, ZHU Yantang. A TWO-STAGE M-ESTIMATES OF THE PARAMETERS AND ITS ASYMPTOTIC PROPERTIES IN MIXED REGRESSION MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(3): 231-239.
A TWO-STAGE M-ESTIMATES OF THE PARAMETERS AND ITS ASYMPTOTIC PROPERTIES IN MIXED REGRESSION MODEL
In this paper we consider a mixed regression model with dependent errors. We propose a two-stage M-estimates procedure for the unknown parameters of the model. The consistency and asymptotic normality of the estimates are proved on the basis of paper 1.
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