A Theorem on Products of Random Variables, With Application to Regression

DOI10.1111/J.1467-842X.1981.TB00775.XzbMath0483.60016MaRDI QIDQ3942118

Ross A. Maller

Publication date: 1981

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

least square estimatordomain of normal attraction

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (19)

On relative stability and weighted laws of large numbers ⋮ Limit distributions of Studentized means. ⋮ Joint stable attraction of two sums of products ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ The mathematical work of Evarist Giné ⋮ Central limit theorems for moving average processes ⋮ When is the Student \(t\)-statistic asymptotically standard normal? ⋮ A Berry-Esséen bound for Student's statistic in the non-i. i. d. case ⋮ Estimation for a longitudinal linear model with measurement errors ⋮ Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data ⋮ Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes ⋮ Testing that marginal sequences of data are not independent via self-normalization ⋮ Testing serial non-independence by self-centring and self-normalizing ⋮ Consistency for least squares regression estimators with infinite variance data ⋮ Functional asymptotic confidence intervals for the slope in linear error-in-variables models ⋮ The asymptotic distribution of self-normalized triangular arrays ⋮ On the self-normalized Cramér-type large deviation ⋮ More limit theory for the sample correlation function of moving averages ⋮ Convolution tails, product tails and domains of attraction

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