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March, 1989 Empirical Processes Based upon Residuals from Errors-in-Variables Regressions
Stephen M. Miller
Ann. Statist. 17(1): 282-292 (March, 1989). DOI: 10.1214/aos/1176347016

Abstract

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 a $n^{1/2}$-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.

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Stephen M. Miller. "Empirical Processes Based upon Residuals from Errors-in-Variables Regressions." Ann. Statist. 17 (1) 282 - 292, March, 1989. https://doi.org/10.1214/aos/1176347016

Information

Published: March, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0669.62028
MathSciNet: MR981450
Digital Object Identifier: 10.1214/aos/1176347016

Subjects:
Primary: 62G35
Secondary: 60F05, 62E20, 62J99

Rights: Copyright © 1989 Institute of Mathematical Statistics

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Vol.17 • No. 1 • March, 1989
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