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.

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Formáid: Alt
Teanga:English
Foilsithe / Cruthaithe: VTeX 2015-10-01
Sraith:Modern Stochastics: Theory and Applications
Ábhair:
Linear regression
minimax estimator
maximal residual
Rochtain ar líne:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF
Cur síos
Achoimre: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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