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

DOI10.17377/SEMI.2013.10.060MaRDI QIDQ891052zbMATHFDO

Authors Igor S. Borisov

Publication date 16 November 2015

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

zbMATH Keywords

linear regressionresidual processvariational seriesleast-square estimatorrandom regressor

Mathematics Subject Classification ID

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

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(6)

• On set-indexed residual partial sum limit process of spatial linear regression models
• The residual process for non-linear regression
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• 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

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