New multivariate central limit theorems in linear structural and functional error-in-variables models

DOI10.1214/07-EJS075zbMath1320.60076arXiv0709.0871MaRDI QIDQ2426809

Yuliya V. Martsynyuk

Publication date: 14 May 2008

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.0871

zbMATH Keywords

central limit theoremdomain of attractionnormal lawpositive definite matrixslowly varying functionmeasurement errorsgeneralized domain of attractionexplanatory variablesLindeberg's conditionCholesky square root of a matrixsymmetric positive definite square root of a matrixlinear structural/functional error-in-variables modelmultivariate normal lawspherically symmetric random vectorfull random vectorgeneralized/modified least squares estimatoridentifiability assumptionsmultivariate Student statistic

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Linear inference, regression (62J99)

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