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.

Detalles Bibliográficos
Main Authors: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Formato: Artigo
Idioma:English
Publicado: VTeX 2015-10-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Linear regression
minimax estimator
maximal residual
Acceso en liña:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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