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.

Bibliographische Detailangaben
Hauptverfasser: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Format: Artikel
Sprache:English
Veröffentlicht: VTeX 2015-10-01
Schriftenreihe:Modern Stochastics: Theory and Applications
Schlagworte:
Online Zugang:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF