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Empirical and rank processes of observations and residuals
Author(s) -
Shorack Galen R.
Publication year - 1984
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314815
Subject(s) - rank (graph theory) , limiting , sample (material) , mathematics , empirical research , econometrics , statistics , thermodynamics , engineering , physics , combinatorics , mechanical engineering
Empirical and rank processes of a sample are shown to converge under weak conditions. These results are then extended to analogous empirical and rank processes formed from the residuals of a linear model. Representations of the limiting processes are obtained by means of a special construction. The technicalities are honed to require few regularity conditions.