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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2013, Volume 10, Pages 727–732 (Mi semr465)  
This article is cited in 1 scientific paper (total in 1 paper)

Probability theory and mathematical statistics

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

I. S. Borisovab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
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Abstract: We discuss a refinement of the MacNeill's result (1978) on limit behavior of the so-called residual process of a linear regression model. We study stability of the process with respect to $L_2$-variations of the regressor. As an example, we consider the case when the regressor is a smooth function of the variational series based on $n$ identically distributed observations not necessarily independent.
Keywords: linear regression, random regressor, residual process, least-square estimator, variational series.
Received November 27, 2013, published December 30, 2013
Document Type: Article
UDC: 519.21
MSC: 62F12
Language: Russian
Citation: I. S. Borisov, “Stability of the partial sum process of residuals in a multiple linear regression model”, Sib. Èlektron. Mat. Izv., 10 (2013), 727–732
Citation in format AMSBIB
\Bibitem{Bor13}
\by I.~S.~Borisov
\paper Stability of the partial sum process of residuals in a multiple linear regression model
\jour Sib. \`Elektron. Mat. Izv.
\yr 2013
\vol 10
\pages 727--732
\mathnet{http://mi.mathnet.ru/semr465}
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