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In this article, we extend the beta regression model proposed by Ferrari and Cribari-Neto (2004), which is generally useful in situations where the response is restricted to the standard unit interval in two different ways: we let the regression structure to be nonlinear, and we allow a...
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In general, the distribution of residuals cannot be obtained explicitly. In this paper we give an asymptotic formula for the density of Pearson residuals in continuous generalized linear models corrected to order n-1, where n is the sample size. We define a set of corrected Pearson residuals for...
Persistent link: https://www.econbiz.de/10005006043
In this note, we prove a sharp Lp-rate of convergence of the number of upcrossings to the local time of the Brownian motion. In particular, it provides novel p-variation estimates (2p∞) for the number of upcrossings of the Brownian motion. Our result complements the fundamental work of...
Persistent link: https://www.econbiz.de/10011263177
Fix a function such that , where d=1, and each function is strictly increasing, right continuous with left limits. We prove the equilibrium fluctuations for exclusion processes with conductances, induced by W, in random environments, when the system starts from an equilibrium measure. The...
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