Asymptotics of an empirical bridge of regression on induced order statistics

Artyom Kovalevskii

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arXiv · 1901.03920

Asymptotics of an empirical bridge of regression on induced order statistics

Artyom Kovalevskii

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Abstract

We propose a class of tests for linear regression on concomitants (induced order statistics). These tests are based on sequential sums of regression residuals. We self-center and self-normalize these sums. The resulting process is called an empirical bridge. We prove weak convergence of the empirical bridge in uniform metrics to a centered Gaussian process. The proposed tests are of chi-square type.

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Artyom Kovalevskii. 2019-01-13. Asymptotics of an empirical bridge of regression on induced order statistics. https://arxiv.org/abs/1901.03920

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