Extreme residuals in regression model. Minimax approach

Extreme residuals in regression model. Minimax approach

We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.

Manylion Llyfryddiaeth
Prif Awduron: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Fformat: Erthygl
Iaith:English
Cyhoeddwyd: VTeX 2015-10-01
Cyfres:Modern Stochastics: Theory and Applications
Pynciau:
Linear regression
minimax estimator
maximal residual
Mynediad Ar-lein:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF
Disgrifiad
Crynodeb:We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
ISSN:2351-6046
2351-6054

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