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

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  • Chen, Gemai

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.

Suggested Citation

  • Chen, Gemai, 1993. "Some specific contiguous alternatives to the normal error assumption in linear models," Statistics & Probability Letters, Elsevier, vol. 16(3), pages 239-247, February.
    • Handle: RePEc:eee:stapro:v:16:y:1993:i:3:p:239-247
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