Functional asymptotic confidence intervals for the slope in linear error-in-variables models

DOI10.1007/S10474-008-8075-9MaRDI QIDQ1046876zbMATH OpenOpenAlexFDO

Authors Yuliya V. Martsynyuk

Publication date 29 December 2009

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10474-008-8075-9

zbMATH Keywords

(self-randomized) modified least squares processdomain of attraction of the normal lawfunctional asymptotic confidence intervalfunctional central limit theoremGleser-Hwang effectlinear structural/functional error-in-variables modelreliability ratiosup-norm approximation in probabilityWiener process

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)

Recommendations

• scientific article; zbMATH DE number 4052828
• Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law
• A new confidence interval in errors-in-variables model with known error variance
• Asymptotically honest confidence sets for structural errors-in-variables models
• Bootstrap confidence regions for functional relationships in errors-in- variables models

Cites work

• A glimpse of the impact of pál erdős on probability and statistics
• A limit theorem for sample maxima and heavy branches in Galton–Watson trees
• A Theorem on Products of Random Variables, With Application to Regression
• Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law
• Donsker's theorem for self-normalized partial sums processes
• scientific article; zbMATH DE number 1419146 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• Invariance principles for adaptive self-normalized partial sums processes.
• New multivariate central limit theorems in linear structural and functional error-in-variables models
• Quadratic negligibility and the asymptotic normality of operator normed sums
• The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models

Cited in

(7)

• Exploring functional CLT confidence intervals for a population mean in the domain of attraction of the normal law
• Functional asymptotic confidence intervals for a common mean of independent random variables
• Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law
• On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
• A new confidence interval in errors-in-variables model with known error variance
• Weak convergence of self-normalized partial sums processes
• Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data

This page was built for publication: Functional asymptotic confidence intervals for the slope in linear error-in-variables models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1046876)