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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Language: | English |
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Vilnius University Press
2004-12-01
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Series: | Lietuvos Matematikos Rinkinys |
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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.
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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 |