A convergence theorem for random linear combinations of independent normal random variables

DOI10.1214/aos/1176344729zbMath0414.60033OpenAlexW2063869619MaRDI QIDQ599426

Kurt Helmes, Norbert Christopeit

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344729

zbMATH Keywords

regression analysisstrong law of large numbersmaximal inequalitystochastic integrals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Stochastic integrals (60H05)

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