Limit theorems for the maximal residuals in linear and nonlinear regression models
Authors:
A. V. Ivanov and I. K. Matsak
Translated by:
S. V. Kvasko
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom 86 (2012).
Journal:
Theor. Probability and Math. Statist. 86 (2013), 79-91
MSC (2010):
Primary 60G70, 62J05
DOI:
https://doi.org/10.1090/S0094-9000-2013-00890-4
Published electronically:
August 20, 2013
MathSciNet review:
2986451
Full-text PDF Free Access
Abstract | References | Similar Articles | Additional Information
Abstract: Limit theorems for the maximal residuals in linear and nonlinear regression models are obtained in the paper. An application of the main result for constructing a regression model adequacy test is given.
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Additional Information
A. V. Ivanov
Affiliation:
National Technical University of Ukraine “Kyiv Polytechnic Institute”, Peremogy Avenue, 37, Kyiv 03056, Ukraine
Email:
alexntuu@gmail.com
I. K. Matsak
Affiliation:
Kyiv National Taras Shevchenko University, Glushkov Avenue 2,Building 6, Kyiv 03127, Ukraine
Email:
mik@unicyb.kiev.ua
DOI:
https://doi.org/10.1090/S0094-9000-2013-00890-4
Keywords:
Regression model,
maximal error,
{\RMAT}
Received by editor(s):
October 9, 2011
Published electronically:
August 20, 2013
Article copyright:
© Copyright 2013
American Mathematical Society
