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.

Bibliografiska uppgifter
Huvudupphovsmän: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Materialtyp: Artikel
Språk:English
Publicerad: VTeX 2015-10-01
Serie:Modern Stochastics: Theory and Applications
Ämnen:
Linear regression
minimax estimator
maximal residual
Länkar:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF
Beskrivning
Sammanfattning: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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