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.

Библиографические подробности
Главные авторы:	Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Формат:	Статья
Язык:	English
Опубликовано:	VTeX 2015-10-01
Серии:	Modern Stochastics: Theory and Applications
Предметы:	Linear regression minimax estimator maximal residual
Online-ссылка:	https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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