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.
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2004-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/32088 |
| _version_ | 1797194423547723776 |
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| author | Vytenis Pažemys |
| author_facet | Vytenis Pažemys |
| author_sort | Vytenis Pažemys |
| collection | DOAJ |
| description |
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.
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| first_indexed | 2024-03-07T15:41:00Z |
| format | Article |
| id | doaj.art-cb8479f6a1e6459dbf259e938d7d7e1c |
| institution | Directory Open Access Journal |
| issn | 0132-2818 2335-898X |
| language | English |
| last_indexed | 2024-04-24T05:56:03Z |
| publishDate | 2004-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj.art-cb8479f6a1e6459dbf259e938d7d7e1c2024-04-23T09:02:18ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2004-12-0144spec.10.15388/LMR.2004.32088A limit theorem for partial weighted sums of regression residualsVytenis Pažemys0Vilnius University 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. https://www.journals.vu.lt/LMR/article/view/32088linear regressionregression residualspartial sums processlimit theoremHlder space |
| spellingShingle | Vytenis Pažemys A limit theorem for partial weighted sums of regression residuals Lietuvos Matematikos Rinkinys linear regression regression residuals partial sums process limit theorem Hlder space |
| title | A limit theorem for partial weighted sums of regression residuals |
| title_full | A limit theorem for partial weighted sums of regression residuals |
| title_fullStr | A limit theorem for partial weighted sums of regression residuals |
| title_full_unstemmed | A limit theorem for partial weighted sums of regression residuals |
| title_short | A limit theorem for partial weighted sums of regression residuals |
| title_sort | limit theorem for partial weighted sums of regression residuals |
| topic | linear regression regression residuals partial sums process limit theorem Hlder space |
| url | https://www.journals.vu.lt/LMR/article/view/32088 |
| work_keys_str_mv | AT vytenispazemys alimittheoremforpartialweightedsumsofregressionresiduals AT vytenispazemys limittheoremforpartialweightedsumsofregressionresiduals |