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.

Xehetasun bibliografikoak
Egile Nagusiak: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Formatua: Artikulua
Hizkuntza:English
Argitaratua: VTeX 2015-10-01
Saila:Modern Stochastics: Theory and Applications
Gaiak:
Linear regression
minimax estimator
maximal residual
Sarrera elektronikoa:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF
Deskribapena
Gaia: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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