Empirical and rank processes of observations and residuals |
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Authors: | Galen R. Shorack |
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Affiliation: | Department of Statistics GN-22 B323 Padelford Hall University of Washington Seattle, Washington 98195 U.S.A. |
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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. |
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Keywords: | Empirical processes rank processes residuals contiguity, linear rank statistics |
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