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March, 1980 The Empirical Distribution Function of Residuals from Generalised Regression
R. M. Loynes
Ann. Statist. 8(2): 285-298 (March, 1980). DOI: 10.1214/aos/1176344954

Abstract

Generalised residuals, as defined by Cox and Snell, may be thought of as residuals from generalised regression. Under regularity conditions on the regression and on the estimator of the unknown parameters, the asymptotic behaviour of the empirical distribution of these residuals is determined. The addition of a random adjustment to the maximum likelihood estimator leads to the familiar Brownian bridge as the limit.

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R. M. Loynes. "The Empirical Distribution Function of Residuals from Generalised Regression." Ann. Statist. 8 (2) 285 - 298, March, 1980. https://doi.org/10.1214/aos/1176344954

Information

Published: March, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0451.62040
MathSciNet: MR560730
Digital Object Identifier: 10.1214/aos/1176344954

Subjects:
Primary: 62E20
Secondary: 60F05, 62G10

Rights: Copyright © 1980 Institute of Mathematical Statistics

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Vol.8 • No. 2 • March, 1980
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