Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data
functional central limit theoremsignal-to-noise ratioinfinite variancedomain of attraction of the normal lawslowly varying function at infinitysimple linear regressionasymptotic confidence intervalCholesky square root of a matrixdirect product of two measurable spacesgeneralized domain of attraction of the \(d\)-variate normal lawnorm approximation in probabilitystandard/bivariate Wiener processstudentized/self-normalized least squares estimator/processsupsymmetric positive definite square root of a matrixuniform Euclidean norm approximation in probability
- A functional central limit theorem for regression models
- Functional central limit theorems for self-normalized partial sums of linear processes
- scientific article; zbMATH DE number 938973
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
- A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
- The functional central limit theorem for linear processes with strong near-epoch dependent innovations
- scientific article; zbMATH DE number 1457464
- Central limit theorem for functionals of a generalized self-similar Gaussian process
- scientific article; zbMATH DE number 1057889
- scientific article; zbMATH DE number 3852087 (Why is no real title available?)
- scientific article; zbMATH DE number 1054299 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A Theorem on Products of Random Variables, With Application to Regression
- Central limit theorems in linear structural error-in-variables models with explanatory variables in the domain of attraction of the normal law
- Consistency for least squares regression estimators with infinite variance data
- Donsker's theorem for self-normalized partial sums processes
- Functional asymptotic confidence intervals for a common mean of independent random variables
- Functional asymptotic confidence intervals for the slope in linear error-in-variables models
- Invariance principles for adaptive self-normalized partial sums processes.
- On the Studentisation of random vectors
- Probability for Statisticians
- Quadratic negligibility and the asymptotic normality of operator normed sums
- When is the Student \(t\)-statistic asymptotically standard normal?
- Invariance principles for a multivariate Student process in the generalized domain of attraction of the multivariate normal law
- Two-dimensional anisotropic random walks: fixed versus random column configurations for transport phenomena
- A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
- A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations
This page was built for publication: Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q645604)
