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.

Bibliografski detalji
Glavni autori: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Format: Članak
Jezik:English
Izdano: VTeX 2015-10-01
Serija:Modern Stochastics: Theory and Applications
Teme:
Linear regression
minimax estimator
maximal residual
Online pristup:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF
Opis
Sažetak: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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