Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On the Residual Empirical Distribution Function of Stochastic Regression with Correlated Errors

  • Zakeri, Issa-Fakhre (Department of Statistics, University of North Carolina, Chapel Hill, NC 27599-3260, USA) ;
  • Lee, Sangyeol (Department of Statistics, Seoul National University)
  • Published : 2001.04.01
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Abstract

For a stochastic regression model in which the errors are assumed to form a stationary linear process, we show that the difference between the empirical distribution functions of the errors and the estimates of those errors converges uniformly in probability to zero at the rate of $o_{p}$ ( $n^{-}$$\frac{1}{2}$) as the sample size n increases.

Keywords

References

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