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.

Bibliografske podrobnosti
Main Authors:	Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Format:	Article
Jezik:	English
Izdano:	VTeX 2015-10-01
Serija:	Modern Stochastics: Theory and Applications
Teme:	Linear regression minimax estimator maximal residual
Online dostop:	https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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