A PROPERTY OF PARTIAL-SUMS OF REGRESSION LEAST-SQUARES RESIDUALS AND ITS APPLICATIONS

被引：7

作者：

JANDHYALA, VK ^{[1
]}

机构：

[1] WASHINGTON STATE UNIV,DEPT PURE & APPL MATH,PULLMAN,WA 99164

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1993年 / 37卷 / 03期

基金：

美国国家科学基金会;

关键词：

CHANGE-POINT; LINEAR REGRESSION; LIMIT PROCESS; SINGULARITY;

D O I：

10.1016/0378-3758(93)90110-R

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For a class of regression models, the sum of the sequence of partial sums of least squares residuals is shown to be zero. Simple and higher order polynomial regression models are included in the class for which this property holds. The result is applied to derive properties of the sample path behavior of residual partial sum processes. It is also applied to show the singularity of the Bayes-type statistic derived to test for one-sided change at unknown time in the intercept parameter of a regression model.

引用

页码：317 / 326

页数：10

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