Some specific contiguous alternatives to the normal error assumption in linear models

Weak convergence results are obtained in this paper for the residual empirical processes in linear models, when the normal error assumption is replaced by a number of other error assumptions such as the Gamma family and the inverse Gaussian family. Application to asymptotic power calculations for a class of tests of fit is discussed.

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Year of publication:	1993
Authors:	Chen, Gemai
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 16.1993, 3, p. 239-247
Publisher:	Elsevier
Keywords:	Residual empirical process weak convergence contiguous alternative test of fit

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211954