Asymptotics of an empirical bridge of regression on induced order statistics

DOI10.33048/SEMI.2020.17.070zbMATH Open1444.62075arXiv1901.03920OpenAlexW3115292321MaRDI QIDQ779157FDOQ779157

Authors: A. P. Kovalevskij 

Publication date: 21 July 2020

Published in: Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Abstract: We propose a class of tests for linear regression on concomitants (induced order statistics). These tests are based on sequential sums of regression residuals. We self-center and self-normalize these sums. The resulting process is called an empirical bridge. We prove weak convergence of the empirical bridge in uniform metrics to a centered Gaussian process. The proposed tests are of chi-square type.

Full work available at URL: https://arxiv.org/abs/1901.03920

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zbMATH Keywords

weak convergenceregression residualsconcomitantsinduced order statisticsempirical bridge

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

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Cited In (1)

• Asymptotics of sums of regression residuals under multiple ordering of regressors

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