A limit theorem for partial weighted sums of regression residuals
Articles
Vytenis Pažemys
Vilnius University
Published 2004-12-17
https://doi.org/10.15388/LMR.2004.32088
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Keywords

linear regression
regression residuals
partial sums process
limit theorem
Hlder space

How to Cite

Pažemys, V. (2004) “A limit theorem for partial weighted sums of regression residuals”, Lietuvos matematikos rinkinys, 44(spec.), pp. 566–571. doi:10.15388/LMR.2004.32088.
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Vol. 44 (2004)

A limit theorem for partial weighted sums of regression residuals

Abstract

Let a linear regression be given. We consider the polygonal line process of weighted least squares residuals. We prove a limit theorem in Hoder spaces for this process. This extends the results of Jandhyala and MacNeill, Bischoff, Račkauskas.

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