Invariance principles and almost sure central limit theorem for the error variance estimator in linear models

DOI10.1080/03610926.2014.895841zbMath1343.60033OpenAlexW2344004725MaRDI QIDQ3178635

Weiqiang Geng, Yu Miao, Saralees Nadarajah

Publication date: 15 July 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.895841

zbMATH Keywords

linear modelinvariance principlesalmost sure central limit theoremerror variance estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• A note on the almost sure central limit theorem
• Precise asymptotics for the first moment of the error variance estimator in linear models
• A remark on almost sure convergence of weighted sums
• A note on the almost sure central limit theorem for weakly dependent random variables
• Donsker's theorem for self-normalized partial sums processes
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• Foundations of Modern Probability
• Probability Inequalities

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