A limit process for a sequence of partial sums of residuals of a simple regression against order statistics with Markov-modulated noise

zbMath1343.60032arXiv1403.4332MaRDI QIDQ5741262

Evgeny Viktorovich Shatalin, Artyom P. Kovalevskii

Publication date: 22 July 2016

Full work available at URL: https://arxiv.org/abs/1403.4332

zbMATH Keywords

weak convergenceorder statisticsGaussian processregression modelregression residualsempirical bridgeMarkov-modulated noise

Mathematics Subject Classification ID

Gaussian processes (60G15) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Asymptotics of sums of regression residuals under multiple ordering of regressors ⋮ A statistical test for the Zipf's law by deviations from the Heaps' law ⋮ Asymptotics of an empirical bridge of regression on induced order statistics

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