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

zbMATH Keywords

variable selectionBIClinear regressiontriangular arraysrowwise independent

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3256625 (Why is no real title available?)
• A Strong Law for B-Valued Arrays
• A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
• A law of the single logarithm for weighted sums of i.i.d. random elements
• A strongly consistent procedure for model selection in a regression problem
• Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
• Asymptotic Statistics
• Estimating the dimension of a model
• Iterated logarithm type behavior for weighted sums of i.i.d. random variables
• On strong convergence of arrays
• On the rate of convergence in the strong law of large numbers for arrays
• Probability for Statisticians

Describes a project that uses

Uses Software

• bootstrap

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