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.

Dades bibliogràfiques
Autors principals:	Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Format:	Article
Idioma:	English
Publicat:	VTeX 2015-10-01
Col·lecció:	Modern Stochastics: Theory and Applications
Matèries:	Linear regression minimax estimator maximal residual
Accés en línia:	https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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