Extreme residuals in regression model. Minimax approach

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.

Bibliografische gegevens
Hoofdauteurs: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Formaat: Artikel
Taal:English
Gepubliceerd in: VTeX 2015-10-01
Reeks:Modern Stochastics: Theory and Applications
Onderwerpen:
Linear regression
minimax estimator
maximal residual
Online toegang:https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

Internet

https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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