Weak convergence of the empirical process of residuals in linear models with many parameters

DOI10.1214/AOS/1009210688MaRDI QIDQ1848882zbMATH OpenOpenAlexFDO

Authors Gemai Chen, Richard A. Lockhart

Publication date 14 November 2002

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

Full work available at URL https://doi.org/10.1214/aos/1009210688

Mathematics Subject Classification ID

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

Recommendations

• Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
• Empirical process of residuals for high-dimensional linear models
• Empirical and rank processes of observations and residuals
• Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
• On M-processes and M-estimation

Cites work

• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
• Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
• Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
• Convergence of stochastic processes
• Empirical process of residuals for high-dimensional linear models
• scientific article; zbMATH DE number 3999007 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Testing for normal errors in designs with many blocks
• Testing Normality in One-Dimensional and Multi-Dimensional Linear Regression
• The empirical distribution function of residuals from generalised regression

Cited in

(14)

• Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
• Some specific contiguous alternatives to the normal error assumption in linear models
• Empirical process of residuals for high-dimensional linear models
• Parametric copula adjusted for non- and semiparametric regression
• Asymptotics of sums of regression residuals under multiple ordering of regressors
• Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
• Correcting MM estimates for ``fat data sets
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs
• Box-Cox transformations in linear models: Large sample theory and tests of normality
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
• Testing stochastic dominance with many conditioning variables
• Robust inference on infinite and growing dimensional time-series regression
• Hypothesis testing in linear regression when k/n is large

This page was built for publication: Weak convergence of the empirical process of residuals in linear models with many parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848882)