Titlebar

Bibliographische Daten exportieren
Literatur vom gleichen Autor
plus im Publikationsserver
plus bei Google Scholar

Lesezeichen anlegen
 

Partial sum process to check regression models with multiple correlated response : with an application for testing a change point in profile data

Titelangaben

Verfügbarkeit überprüfen

Bischoff, Wolfgang ; Gegg, Andreas:
Partial sum process to check regression models with multiple correlated response : with an application for testing a change point in profile data.
In: Journal of multivariate analysis. 102 (2011) 2. - S. 281-291.
ISSN 0047-259x ; 1095-7243

Kurzfassung/Abstract

We investigate a data set describing the quality of a production process. By the information of these data it has to be decided whether the quality is constant or whether the quality changes. Our null hypothesis is that the quality is constant which is a linear regression. In practice it is popular to investigate the partial sums of the least squares residuals to look for changes in linear regression. The partial sums of the least squares residuals can be embedded into the class of continuous functions. By this procedure we obtain a stochastic process with continuous paths. It is called residual partial sum process. If the number of observations is large enough a projection of the Brownian motion can be considered as approximation (with respect to weak convergence) of the residual partial sum process. This projection of the Brownian motion can be used to establish nonparametric tests of Cramér-von Mises and Kolmogorov-Smirnov type to test for changes in linear regression. We use this procedure to test the data for constant quality.

Weitere Angaben

Publikationsform:Artikel
Schlagwörter:Residual partial sum limit processes, linear regression models, fixed designs, Brownian motion, projections of Brownian motion, reproducing kernel Hilbert space, change-point problem
Institutionen der Universität:Mathematisch-Geographische Fakultät > Mathematik > Lehrstuhl für Mathematik - Statistik und Stochastik
Peer-Review-Journal:Ja
Titel an der KU entstanden:Ja
Eingestellt am:09. Mär 2011 08:14
Letzte Änderung:10. Jun 2016 11:10
URL zu dieser Anzeige:http://edoc.ku-eichstaett.de/6630/