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.

Bibliografske podrobnosti
Main Authors:	Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Format:	Article
Jezik:	English
Izdano:	VTeX 2015-10-01
Serija:	Modern Stochastics: Theory and Applications
Teme:	Linear regression minimax estimator maximal residual
Online dostop:	https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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