A law of the single logarithm for weighted sums of arrays applied to bootstrap model selection in regression
DOI10.1016/J.SPL.2012.01.018zbMATH Open1321.62036OpenAlexW2001684823MaRDI QIDQ433587FDOQ433587
Authors: Pierre Lafaye de Micheaux, Christian Léger 
Publication date: 5 July 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.018
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Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Cites Work
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- Estimating the dimension of a model
- Asymptotic Statistics
- Probability for Statisticians
- On the rate of convergence in the strong law of large numbers for arrays
- On strong convergence of arrays
- A Strong Law for B-Valued Arrays
- Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
- Iterated logarithm type behavior for weighted sums of i.i.d. random variables
- A law of the single logarithm for weighted sums of i.i.d. random elements
- A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
- A strongly consistent procedure for model selection in a regression problem
- Title not available (Why is that?)
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