Extreme residuals in regression model. Minimax approach
Probability
2015-10-08 v1
Abstract
We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
Cite
@article{arxiv.1510.01885,
title = {Extreme residuals in regression model. Minimax approach},
author = {Aleksander Ivanov and Ivan Matsak and Sergiy Polotskiy},
journal= {arXiv preprint arXiv:1510.01885},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.15559/15-VMSTA40CNF in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)