A limit theorem for partial weighted sums of regression residuals

A limit theorem for partial weighted sums of regression residuals

Let a linear regression be given. We consider the polygonal line process of weighted least squares residuals. We prove a limit theorem in Hoder spaces for this process. This extends the results of Jandhyala and MacNeill, Bischoff, Račkauskas.

Bibliographic Details
Main Author: Vytenis Pažemys
Format: Article
Language:English
Published: Vilnius University Press 2004-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
linear regression
regression residuals
partial sums process
limit theorem
Hlder space
Online Access:https://www.journals.vu.lt/LMR/article/view/32088

Internet

https://www.journals.vu.lt/LMR/article/view/32088

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