Abstract
It is shown that under fairly mild conditions linear combinations of independent normally distributed random variables with random coefficients tend to zero almost everywhere. The result is applied to parameter estimation in linear regression models.
Citation
N. Christopeit. K. Helmes. "A Convergence Theorem for Random Linear Combinations of Independent Normal Random Variables." Ann. Statist. 7 (4) 795 - 800, July, 1979. https://doi.org/10.1214/aos/1176344729
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