A quadraticity limit theorem useful in linear models (Q1112492): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:23, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quadraticity limit theorem useful in linear models |
scientific article |
Statements
A quadraticity limit theorem useful in linear models (English)
0 references
1989
0 references
This paper proves an asymptotic uniform quadraticity of certain statistics based on randomly weighted residual empirical processes under fairly general conditions. This result is useful in many statistical inference problems pertaining to linear models including the correlation and autoregression models. Some applications to goodness of fit tests and minimum distance estimation in linear models are given.
0 references
asymptotic uniform quadraticity
0 references
randomly weighted residual empirical processes
0 references
linear models
0 references
correlation and autoregression models
0 references
goodness of fit tests
0 references
minimum distance estimation
0 references
