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.

Bibliographic Details
Main Authors: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Format: Article
Language:English
Published: VTeX 2015-10-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Linear regression
minimax estimator
maximal residual
Online Access:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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