A quadraticity limit theorem useful in linear models (Q1112492)
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| Language | Label | Description | Also known as |
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| English | A quadraticity limit theorem useful in linear models |
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A quadraticity limit theorem useful in linear models (English)
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1989
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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.
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asymptotic uniform quadraticity
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randomly weighted residual empirical processes
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linear models
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correlation and autoregression models
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goodness of fit tests
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minimum distance estimation
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