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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Main Author: Vytenis Pažemys
Format: Article
Language:English
Published: Vilnius University Press 2004-12-01
Series:Lietuvos Matematikos Rinkinys
Subjects:
Online Access:https://www.journals.vu.lt/LMR/article/view/32088
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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.
format Article
id doaj-art-cb8479f6a1e6459dbf259e938d7d7e1c
institution Kabale University
issn 0132-2818
2335-898X
language English
publishDate 2004-12-01
publisher Vilnius University Press
record_format Article
series Lietuvos Matematikos Rinkinys
spelling doaj-art-cb8479f6a1e6459dbf259e938d7d7e1c2025-01-20T18:16:32ZengVilnius 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