Asymptotics of an empirical bridge of regression on induced order statistics
Statistics Theory
2019-04-16 v2 Statistics Theory
Abstract
We propose a class of tests for linear regression on concomitants (induced order statistics). These tests are based on sequential sums of regression residuals. We self-center and self-normalize these sums. The resulting process is called an empirical bridge. We prove weak convergence of the empirical bridge in uniform metrics to a centered Gaussian process. The proposed tests are of chi-square type.
Keywords
Cite
@article{arxiv.1901.03920,
title = {Asymptotics of an empirical bridge of regression on induced order statistics},
author = {Artyom Kovalevskii},
journal= {arXiv preprint arXiv:1901.03920},
year = {2019}
}