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

• Autorzy: Kovalevskii A. , Shatalin E.
• Języki publikacji: EN

Abstrakty

EN

We consider a simple regression model where a regressor is composed of order statistics, and a noise is Markov-modulated. We introduce an empirical bridge of regression residuals and prove its weak convergence to a centered Gaussian process. In the proof we use convergence properties of order statistics.

Słowa kluczowe

EN

simple regression model; order statistics; Markov-modulated noise; regression residuals; empirical bridge

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2016
• Tom: Vol. 36, Fasc. 1
• Strony: 113--120
• Opis fizyczny: Bibliogr. 13 poz.

Twórcy

autor

Kovalevskii A.

• Novosibirsk State Technical University, Karl Marx str. 20, Novosibirsk, 630073, Russia
• Novosibirsk State University, Pirogova str. 2, Novosibirsk, 630090, Russia

autor

Shatalin E.

• Sobolev Institute of Mathematics, Koptyuga str. 4, Novosibirsk, 630090, Russia

Bibliografia

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• [10] A. Kovalevskii, A regression model for prices of second-hand cars, in: Applied Methods of Statistical Analysis. Applications in Survival Analysis, Reliability and Quality Control, B. Lemeshko, M. Nikulin, and N. Balakrishnan (Eds.), Novosibirsk 2013, pp. 124-128.
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Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).