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Some applications of weak convergence to statistics

Published online by Cambridge University Press:  14 July 2016

R. M. Loynes
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Abstract

Results showing the weak convergence of certain stochastic processes are used to derive both known and new (asymptotic) properties of signs of residuals from regression; other weak convergence results are derived, and used to determine the behaviour of runs of residuals.

Keywords

REGRESSION RESIDUALSRUNSWEIGHTED EMPIRICAL DISTRIBUTION FUNCTION
Type
Part 5 - Concepts of Coincidence and Convergence
Information
Journal of Applied Probability , Volume 25 , Issue A , 1988 , pp. 201 - 211
Copyright
Copyright © Applied Probability Trust 1988 

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