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.

書誌詳細
主要な著者:	Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
フォーマット:	論文
言語:	English
出版事項:	VTeX 2015-10-01
シリーズ:	Modern Stochastics: Theory and Applications
主題:	Linear regression minimax estimator maximal residual
オンライン･アクセス:	https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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