A Theorem on Products of Random Variables, With Application to Regression
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Publication:3942118
DOI10.1111/j.1467-842X.1981.tb00775.xzbMath0483.60016MaRDI QIDQ3942118
Publication date: 1981
Published in: Australian Journal of Statistics (Search for Journal in Brave)
Related Items (19)
On relative stability and weighted laws of large numbers ⋮ Limit distributions of Studentized means. ⋮ Joint stable attraction of two sums of products ⋮ Self-normalization: taming a wild population in a heavy-tailed world ⋮ The mathematical work of Evarist Giné ⋮ Central limit theorems for moving average processes ⋮ When is the Student \(t\)-statistic asymptotically standard normal? ⋮ A Berry-Esséen bound for Student's statistic in the non-i. i. d. case ⋮ Estimation for a longitudinal linear model with measurement errors ⋮ Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data ⋮ Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes ⋮ Testing that marginal sequences of data are not independent via self-normalization ⋮ Testing serial non-independence by self-centring and self-normalizing ⋮ Consistency for least squares regression estimators with infinite variance data ⋮ Functional asymptotic confidence intervals for the slope in linear error-in-variables models ⋮ The asymptotic distribution of self-normalized triangular arrays ⋮ On the self-normalized Cramér-type large deviation ⋮ More limit theory for the sample correlation function of moving averages ⋮ Convolution tails, product tails and domains of attraction
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