Pages that link to "Item:Q3942118"

The following pages link to A Theorem on Products of Random Variables, With Application to Regression (Q3942118):

Displaying 19 items.

• The mathematical work of Evarist Giné (Q335631) (← links)
• Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data (Q645604) (← links)
• Functional asymptotic confidence intervals for the slope in linear error-in-variables models (Q1046876) (← links)
• More limit theory for the sample correlation function of moving averages (Q1062404) (← links)
• Convolution tails, product tails and domains of attraction (Q1065452) (← links)
• Joint stable attraction of two sums of products (Q1102026) (← links)
• When is the Student \(t\)-statistic asymptotically standard normal? (Q1370237) (← links)
• Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
• Consistency for least squares regression estimators with infinite variance data (Q1822869) (← links)
• Limit distributions of Studentized means. (Q1879845) (← links)
• A Berry-Esséen bound for Student's statistic in the non-i. i. d. case (Q1923940) (← links)
• Estimation for a longitudinal linear model with measurement errors (Q1952067) (← links)
• On relative stability and weighted laws of large numbers (Q2363658) (← links)
• Central limit theorems for moving average processes (Q2393659) (← links)
• The asymptotic distribution of self-normalized triangular arrays (Q2576803) (← links)
• On the self-normalized Cramér-type large deviation (Q2576805) (← links)
• Testing serial non-independence by self-centring and self-normalizing (Q3396491) (← links)
• Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes (Q3552106) (← links)
• Testing that marginal sequences of data are not independent via self-normalization (Q3592335) (← links)