A quadraticity limit theorem useful in linear models

DOI10.1007/BF00339993zbMath0659.62023OpenAlexW1966196992MaRDI QIDQ1112492

Hira L. Koul

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00339993

zbMATH Keywords

minimum distance estimationlinear modelsgoodness of fit testsasymptotic uniform quadraticitycorrelation and autoregression modelsrandomly weighted residual empirical processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Convergence of probability measures (60B10)

Related Items (1)

A weak convergence result useful in robust autoregression

Cites Work

• Minimum distance estimation in a linear regression model
• Minimum distance estimation and goodness-of-fit tests in first-order autoregression
• The Minimum Distance Method
• Minimum Distance Estimators for Location and Goodness of Fit
• Computation of Distribution Functions of Quadratic Forms of Normally Distributed Random Variables
• Computation of Limit Distributions of Statistics for Normality Tests of Type $\omega ^2 $
• Robust Statistics
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