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 |
| Published: |
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 |
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