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.

Xehetasun bibliografikoak
Egile Nagusiak:	Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Formatua:	Artikulua
Hizkuntza:	English
Argitaratua:	VTeX 2015-10-01
Saila:	Modern Stochastics: Theory and Applications
Gaiak:	Linear regression minimax estimator maximal residual
Sarrera elektronikoa:	https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

Internet