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.

Détails bibliographiques
Auteurs principaux: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Format: Article
Langue:English
Publié: VTeX 2015-10-01
Collection:Modern Stochastics: Theory and Applications
Sujets:
Accès en ligne:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF