Limit theorems for extremal residuals in a regression model with heavy tails of observation errors

DOI10.1090/S0094-9000-2014-00921-7zbMATH Open1312.60070MaRDI QIDQ2923402FDOQ2923402

Authors: I. K. Matsak, O. V. Ivanov 

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

heavy tailslinear regression modellimit theoremsextremal residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99)

Cites Work

• Extremes and related properties of random sequences and processes
• Sur la distribution limite du terme maximum d'une série aléatoire
• Regularly varying functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Moment Convergence of Sample Extremes
• Title not available (Why is that?)
• The Khintchine inequalities and martingale expanding sphere of their action

Cited In (5)

• The limiting distribution of least squares in an errors-in-variables regression model
• Extreme residuals in regression model. Minimax approach
• Title not available (Why is that?)
• Minimax estimators of parameters of a regression model
• Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model

This page was built for publication: Limit theorems for extremal residuals in a regression model with heavy tails of observation errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2923402)