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Empirical and rank processes of observations and residuals
Authors:Galen R Shorack
Institution:Department of Statistics GN-22 B323 Padelford Hall University of Washington Seattle, Washington 98195 U.S.A.
Abstract:Empirical and rank processes of a sample are shown to converge under weak conditions. These results are then extended to analogous empirical and rank processes formed from the residuals of a linear model. Representations of the limiting processes are obtained by means of a special construction. The technicalities are honed to require few regularity conditions.
Keywords:Empirical processes  rank processes  residuals  contiguity  linear  rank statistics
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