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.

Dettagli Bibliografici
Autori principali:	Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Natura:	Articolo
Lingua:	English
Pubblicazione:	VTeX 2015-10-01
Serie:	Modern Stochastics: Theory and Applications
Soggetti:	Linear regression minimax estimator maximal residual
Accesso online:	https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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