Víšek, J. Á. : Kolmogorov-Smirnov statistics in mupliple regression
Author(s): | prof. RNDr. Jan Ámos Víšek CSc., |
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Type: | Article in collection |
Year: | 2006 |
Number: | |
ISSN / ISBN: | 80-7015-073-4 |
Published in: | ROBUST 2006, eds. J. Antoch,G. Dohnal, 367 - 374 |
Publishing place: | Prague, JCMF |
Keywords: | |
JEL codes: | |
Suggested Citation: | |
Grants: | 402/06/0408 Robustification of generalized moment method |
Abstract: | Unifm convergence of the empirical distribution of residuals (uniform with respect to the regression coefficients) and the asymptotic distribution of their difference is presentd. Please see http://samba.fsv.cuni.cz/~visek/robust2006/ |
Downloadable: |
1753_kolmsmir.pdf |