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

Gemai Chen

Statistics & Probability Letters, 1993, vol. 16, issue 3, 239-247

Abstract: 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.

Keywords: Residual; empirical; process; weak; convergence; contiguous; alternative; test; of; fit. (search for similar items in EconPapers)
Date: 1993
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