Weighted empirical processes in dynamic nonlinear models
著者
書誌事項
Weighted empirical processes in dynamic nonlinear models
（Lecture notes in statistics, 166）
Springer, c2002
2nd ed
- : pbk
- タイトル別名
-
Weighted empiricals and linear models
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注記
First ed. published under title: Weighted empiricals and linear models. -- Hayward, Calif. : Institute of Mathematical Statistics, 1992. -- (IMS Lecture notes-monograph series ; v. 21)
Includes bibliographical references (p. [414]-425)
内容説明・目次
内容説明
This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
目次
Introduction * Asymptotic Properties of W.E.P.'s * Linear Rank and Signed Rank Statistics * M, R and Some Scale Estimators * Minimum Distance Estimators * Goodness-of-fit Tests in Regression * Autoregression * Nonlinear Autoregression
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