Limit theorems for extremal residuals in a regression model with heavy tails of observation errors
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Publication:2923402
DOI10.1090/S0094-9000-2014-00921-7zbMath1312.60070MaRDI QIDQ2923402
Ivan K. Matsak, Alexander V. Ivanov
Publication date: 15 October 2014
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
62J05: Linear regression; mixed models
60G70: Extreme value theory; extremal stochastic processes
60F99: Limit theorems in probability theory
Related Items
Minimax estimators of parameters of a regression model, Extreme residuals in regression model. Minimax approach
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