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.
Hauptverfasser: | , , |
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Format: | Artikel |
Sprache: | English |
Veröffentlicht: |
VTeX
2015-10-01
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Schriftenreihe: | Modern Stochastics: Theory and Applications |
Schlagworte: | |
Online Zugang: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF |