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

DOI10.1080/03610926.2014.895841zbMATH Open1343.60033OpenAlexW2344004725MaRDI QIDQ3178635FDOQ3178635

Saralees Nadarajah, Weiqiang Geng, Yu Miao

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 modelalmost sure central limit theoreminvariance principleserror 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

• Title not available (Why is that?)
• Foundations of Modern Probability
• 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
• A note on the almost sure central limit theorem
• Probability Inequalities
• A remark on almost sure convergence of weighted sums
• Precise asymptotics for the first moment of the error variance estimator in linear models

Cited In (4)

• Moderate deviation principle for the error variance estimator in linear models
• Invariance of estimation methods for the linear model
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Invariance principles and almost sure central limit theorem for the error variance estimator in linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3178635)