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

DOI10.17377/SEMI.2013.10.060zbMATH Open1330.60056MaRDI QIDQ891052

I. 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)

Related Items (4)

Title not available (Why is that?) ⋮ The rate of convergence in Hoeffding's theorem and some applications ⋮ Hölderian properties of partial sums of regression residuals ⋮ Two-Step Estimation in a Heteroscedastic Linear Regression Model

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