Hölderian properties of partial sums of regression residuals

DOI10.1007/s00184-005-0011-1zbMath1108.62048OpenAlexW2060418747MaRDI QIDQ2499559

Alfredas Račkauskas

Publication date: 14 August 2006

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-005-0011-1

zbMATH Keywords

empirical distributions

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30) Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17)

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Convergence in law of partial sum processes in \(p\)-variation norm, Testing homogeneity of variance or expected value in sequence of independent normal distribu\-tions

Cites Work

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• Limit processes for sequences of partial sums of regression residuals
• Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
• Hölder norm test statistics for epidemic change