Empirical processes based upon residuals from errors-in-variables regressions
type: Item
instance of: scholarly article
title: Empirical processes based upon residuals from errors-in-variables regressions
zbMATH Open document ID: 0669.62028
published in: The Annals of Statistics
publication date: 1989-01-01T00:00:00Z
review text: Multivariate errors-in-variables regression models with normal errors are considered and residuals, similar to those calculated from ordinary least squares regressions, are defined for these models. It is shown that under the assumption of an \(n^{1/2}\)-consistent estimator of the vector of regression coefficients, certain empirical processes based upon the residuals converge to the same Gaussian process as that of an infinite sequence of normal random variables standardized by their sample mean sample variance.
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62J99
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 4096584
zbMATH Keywords: Multivariate errors-in-variables regression models
zbMATH Keywords: normal errors
zbMATH Keywords: residuals
zbMATH Keywords: empirical processes
zbMATH Keywords: sample mean sample variance
author: Stephen Matteo Miller
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176347016
OpenAlex ID: W2032115586
DOI: 10.1214/AOS/1176347016
description: scientific article; zbMATH DE number 4096584