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.

Detalhes bibliográficos
Principais autores: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Formato: Artigo
Idioma:English
Publicado em: VTeX 2015-10-01
coleção:Modern Stochastics: Theory and Applications
Assuntos:
Acesso em linha:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF
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author Aleksander Ivanov
Ivan Matsak
Sergiy Polotskiy
author_facet Aleksander Ivanov
Ivan Matsak
Sergiy Polotskiy
author_sort Aleksander Ivanov
collection DOAJ
description We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
first_indexed 2024-12-11T01:53:54Z
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spelling doaj.art-b0745b51f24c47dca37610059c528d162022-12-22T01:24:40ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542015-10-012329730810.15559/15-VMSTA40CNFExtreme residuals in regression model. Minimax approachAleksander Ivanov0Ivan Matsak1Sergiy Polotskiy2National Technical University of Ukraine “Kyiv Polytechnic Institute”, 37 Peremogy Ave., Kyiv, 03056, UkraineTaras Shevchenko National University of Kyiv, 4e Academician Glushkov Ave., Kyiv, 03127, UkraineTaras Shevchenko National University of Kyiv, 4e Academician Glushkov Ave., Kyiv, 03127, UkraineWe obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNFLinear regressionminimax estimatormaximal residual
spellingShingle Aleksander Ivanov
Ivan Matsak
Sergiy Polotskiy
Extreme residuals in regression model. Minimax approach
Modern Stochastics: Theory and Applications
Linear regression
minimax estimator
maximal residual
title Extreme residuals in regression model. Minimax approach
title_full Extreme residuals in regression model. Minimax approach
title_fullStr Extreme residuals in regression model. Minimax approach
title_full_unstemmed Extreme residuals in regression model. Minimax approach
title_short Extreme residuals in regression model. Minimax approach
title_sort extreme residuals in regression model minimax approach
topic Linear regression
minimax estimator
maximal residual
url https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF
work_keys_str_mv AT aleksanderivanov extremeresidualsinregressionmodelminimaxapproach
AT ivanmatsak extremeresidualsinregressionmodelminimaxapproach
AT sergiypolotskiy extremeresidualsinregressionmodelminimaxapproach