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.

Bibliografiske detaljer
Main Authors: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Format: Article
Sprog:English
Udgivet: VTeX 2015-10-01
Serier:Modern Stochastics: Theory and Applications
Fag:
Linear regression
minimax estimator
maximal residual
Online adgang:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF
Beskrivelse
Summary: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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