Stability of the partial sum process of residuals in a multiple linear regression model

DOI10.17377/SEMI.2013.10.060zbMATH Open1330.60056MaRDI QIDQ891052FDOQ891052

Authors: Igor S. Borisov 

Publication date: 16 November 2015

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

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zbMATH Keywords

linear regressionresidual processvariational seriesleast-square estimatorrandom regressor

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Functional limit theorems; invariance principles (60F17)

Cited In (6)

• The residual process for non-linear regression
• Two-Step Estimation in a Heteroscedastic Linear Regression Model
• The rate of convergence in Hoeffding's theorem and some applications
• Hölderian properties of partial sums of regression residuals
• Title not available (Why is that?)
• On set-indexed residual partial sum limit process of spatial linear regression models

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