Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

Metrika ◽  
2005 ◽  
Vol 62 (1) ◽  
pp. 85-98 ◽  
Author(s):  
Wolfgang Bischoff ◽  
Enkelejd Hashorva ◽  
Jürg Hüsler ◽  
Frank Miller
Keyword(s):  
Quality Control ◽  
Change Point ◽  
Partial Sums ◽  
Kolmogorov Type ◽  
Regression Problem ◽  
Partial Sums Processes

scholarly journals Asymptotic Theory in Model Diagnostic for General Multivariate Spatial Regression

2016 ◽  
Vol 2016 ◽  
pp. 1-16 ◽  
Author(s):  
Wayan Somayasa ◽  
Gusti N. Adhi Wibawa ◽  
La Hamimu ◽  
La Ode Ngkoimani
Keyword(s):  
Asymptotic Theory ◽  
Spatial Regression ◽  
Test Procedure ◽  
Real Data ◽  
Partial Sums ◽  
Finite Sample ◽  
Partial Sums Processes ◽  
Finite Sample Size ◽  
Kolmogorov Smirnov ◽  
Von Mises

We establish an asymptotic approach for checking the appropriateness of an assumed multivariate spatial regression model by considering the set-indexed partial sums process of the least squares residuals of the vector of observations. In this work, we assume that the components of the observation, whose mean is generated by a certain basis, are correlated. By this reason we need more effort in deriving the results. To get the limit process we apply the multivariate analog of the well-known Prohorov’s theorem. To test the hypothesis we define tests which are given by Kolmogorov-Smirnov (KS) and Cramér-von Mises (CvM) functionals of the partial sums processes. The calibration of the probability distribution of the tests is conducted by proposing bootstrap resampling technique based on the residuals. We studied the finite sample size performance of the KS and CvM tests by simulation. The application of the proposed test procedure to real data is also discussed.

Asymptotic results for hybrids of empirical and partial sums processes

2013 ◽  
Vol 55 (4) ◽  
pp. 1121-1143 ◽  
Author(s):  
Sergio Alvarez-Andrade ◽  
Salim Bouzebda
Keyword(s):  
Partial Sums ◽  
Asymptotic Results ◽  
Partial Sums Processes

scholarly journals An Empirical Study for the Estimation of Autoregressive Hilbertian Processes by Wavelet Packet Method

2007 ◽  
Vol 12 (1) ◽  
pp. 65-75 ◽  
Author(s):  
A. Laukaitis
Keyword(s):  
Wavelet Packet ◽  
Real Life ◽  
Simulated Data ◽  
Partial Sums ◽  
Data Sets ◽  
Time Prediction ◽  
Real Life Data ◽  
Partial Sums Processes ◽  
Operator Kernel ◽  
Autoregressive Hilbertian Processes

In this paper wavelet packet bases are used for an estimation of the autoregressive Hilbertian processes operator. We assume that integral operator kernel can have some singular structures and estimate them by projecting functional processes on suitable bases. Linear methods for continuous-time prediction using Hilbert-valued autoregressive processes are compared with the suggested method on simulated data and on real-life data sets. Statistics of residual partial sums processes and Ex poste prediction are used to check the model.

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