Empirical process of residuals for high-dimensional linear models

DOI10.1214/AOS/1033066211zbMATH Open0853.62042OpenAlexW2079087363MaRDI QIDQ1922408FDOQ1922408

Authors: Enno Mammen 

Publication date: 7 January 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1033066211

Recommendations

• scientific article; zbMATH DE number 1944031
• The residual process for non-linear regression
• Empirical processes based upon residuals from errors-in-variables regressions
• Empirical process of residuals for regression models with long memory errors
• The empirical process of residuals from an inverse regression
• Weak convergence of the empirical process of residuals in linear models with many parameters
• Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit
• Empirical likelihood for high-dimensional linear regression models

zbMATH Keywords

residualslinear modelempirical processempirical distribution\(M\)-estimatorsstochastic expansionasymptotics with increasing dimensionbias effect

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Order statistics; empirical distribution functions (62G30)

Cites Work

• Robust Statistics
• Maximum likelihood estimates in exponential response models
• Bootstrap and wild bootstrap for high dimensional linear models
• Convergence of stochastic processes
• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression
• On M-processes and M-estimation
• Title not available (Why is that?)
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap
• Title not available (Why is that?)
• The empirical distribution function of residuals from generalised regression
• Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
• Log-linear models and frequency tables with small expected cell counts
• Bootstrapping robust regression
• Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives
• Title not available (Why is that?)
• Estimation of the distribution function of noise in stationary processes
• Title not available (Why is that?)
• Bootstrapping the maximum likelihood estimator in high-dimensional log- linear models

Cited In (35)

• Comment
• A bootstrap version of the residual-based smooth empirical distribution function
• Consistency of error density and distribution function estimators in nonparametric regression.
• Residual bootstrap tests in linear models with many regressors
• Estimating functionals of the error distribution in parametric and nonparametric regression
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression
• Testing goodness of fit for the distribution of errors in multivariate linear models
• Parametric copula adjusted for non- and semiparametric regression
• Copula-based tests for cross-sectional independence in panel models
• Estimating robot strengths with application to selection of alliance members in FIRST Robotics Competitions
• Empirical and rank processes of observations and residuals
• Maximum deviation of error density estimators in censored linear regression
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
• Asymptotic properties of hazard rate estimator in censored linear regression
• Hypothesis testing in linear regression when \(k/n\) is large
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
• Ridge regression revisited: debiasing, thresholding and bootstrap
• Estimating the error distribution function in semiparametric additive regression models
• Goodness-of-fit tests for mixed model diagnostics.
• Estimating linear functionals of the error distribution in nonparametric regression
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
• Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
• The empirical process of residuals from an inverse regression
• A law of the iterated logarithm for error density estimator in censored linear regression
• Empirical process of residuals for regression models with long memory errors
• Critical dimension in profile semiparametric estimation
• Inference for conditional value-at-risk of a predictive regression
• Testing stochastic dominance with many conditioning variables
• Weak convergence of the empirical process of residuals in linear models with many parameters
• Applied regression analysis bibliography update 1994-97
• Estimating the innovation distribution in nonparametric autoregression
• Models as approximations. I. Consequences illustrated with linear regression
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions
• Correcting MM estimates for ``fat data sets
• Conditional predictive inference for stable algorithms

This page was built for publication: Empirical process of residuals for high-dimensional linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1922408)