回归模型中的极值残差：极小极大方法
概率论
2015-10-08 v1
摘要
在参数极小极大估计的情形下，我们得到了线性回归模型中极值残差的极限定理。
引用
@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}
}
备注
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/)