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.

Bibliografiska uppgifter
Huvudupphovsmän:	Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
Materialtyp:	Artikel
Språk:	English
Publicerad:	VTeX 2015-10-01
Serie:	Modern Stochastics: Theory and Applications
Ämnen:	Linear regression minimax estimator maximal residual
Länkar:	https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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