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.
Auteurs principaux: | , , |
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Format: | Article |
Langue: | English |
Publié: |
VTeX
2015-10-01
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Collection: | Modern Stochastics: Theory and Applications |
Sujets: | |
Accès en ligne: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF |