| Article ID: | iaor201526710 |
| Volume: | 57 |
| Issue: | 2 |
| Start Page Number: | 259 |
| End Page Number: | 274 |
| Publication Date: | Jun 2015 |
| Journal: | Australian & New Zealand Journal of Statistics |
| Authors: | Wang Xinghui, Hu Shuhe |
| Keywords: | statistics: regression |
In this paper we discuss the strong consistency of M‐estimates of the regression parameters in a linear model with negatively superadditive dependent (NSD) random errors. The result improves the moment condition and generalises the case of independent random errors to that of NSD random errors.