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.

书目详细资料
Main Authors: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
格式: 文件
语言:English
出版: VTeX 2015-10-01
丛编:Modern Stochastics: Theory and Applications
主题:
Linear regression
minimax estimator
maximal residual
在线阅读:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF
实物特征
总结:We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
ISSN:2351-6046
2351-6054

相似书籍