Empirical process of residuals for high-dimensional linear models

DOI10.1214/aos/1033066211zbMath0853.62042OpenAlexW2079087363MaRDI QIDQ1922408

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

zbMATH Keywords

linear modelempirical processstochastic expansionresidualsempirical distribution\(M\)-estimatorsasymptotics with increasing dimensionbias effect

Mathematics Subject Classification ID

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

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Cites Work

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