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

DOI10.1080/03610926.2014.895841MaRDI QIDQ3178635zbMATH OpenOpenAlexFDO

Authors Yu Miao, Weiqiang Geng, 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 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)

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Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A note on the almost sure central limit theorem
• A note on the almost sure central limit theorem for weakly dependent random variables
• A remark on almost sure convergence of weighted sums
• An almost everywhere central limit theorem
• Donsker's theorem for self-normalized partial sums processes
• Foundations of Modern Probability
• On Strong Versions of the Central Limit Theorem
• Precise asymptotics for the first moment of the error variance estimator in linear models
• Probability inequalities.

Cited in

(4)

• Moderate deviation principle for the error variance estimator in linear models
• Invariance of estimation methods for the linear model
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• scientific article; zbMATH DE number 3930028 (Why is no real title available?)

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