An invariance principle in regression analysis

DOI10.1214/AOS/1176343468zbMath0331.62016OpenAlexW2004339092MaRDI QIDQ1227418

P. K. Bhattacharya

Publication date: 1976

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343468

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (13)

Statistical inference for induced L-statistics: a random perturbation approach ⋮ Central limit theorems under alternatives for a broad class of nonparametric statistics ⋮ Asymptotic Results for U-Functions of Concomitants of Order Statistics ⋮ Linear combination of concomitants of order statistics with application to testing and estimation ⋮ The joint covariance structure of ordered symmetrically dependent observations and their concomitants of order statistics ⋮ Probabilities of maximal deviations for nonparametric regression function estimates ⋮ Some asymptotic results for a broad class of nonparametric statistics ⋮ Error inference for nonparametric regression ⋮ Testing constancy in varying coefficient models ⋮ Correlation analysis of ordered symmetrically dependent observations and their concomitants of order statistics ⋮ Estimation and testing of crossing-points in fixed design regression ⋮ Asymptotics of an empirical bridge of regression on induced order statistics ⋮ Weak and strong uniform consistency of kernel regression estimates

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