Chennai Mathematical Institute

Seminars




2.00 - 3.00 p.m., Seminar Hall
Residual empirical processes

Hira L. Koul
Michigan State University, U.S.A.
20-01-17


Abstract

Residual empirical processes are known to play a central role in the development of statistical inference in numerous additive models. This talk will discuss some history and some recent advances in the asymptotic uniform linearity of parametric and nonparametric residual empirical processes. We shall also discuss their usefulness in developing asymptotically distribution free goodness-of-fit tests for fitting an error distribution functions in nonparametric ARCH(1) models.





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