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.

書目詳細資料
Main Authors:	Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy
格式:	Article
語言:	English
出版:	VTeX 2015-10-01
叢編:	Modern Stochastics: Theory and Applications
主題:	Linear regression minimax estimator maximal residual
在線閱讀:	https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF

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