Extreme residuals in regression model. Minimax approach
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Publication:340788
DOI10.15559/15-VMSTA40CNFzbMath1352.60033arXiv1510.01885MaRDI QIDQ340788
Sergiy Polotskiy, Ivan K. Matsak, Alexander V. Ivanov
Publication date: 15 November 2016
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.01885
62J05: Linear regression; mixed models
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
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Cites Work
- Extremes and related properties of random sequences and processes
- Asymptotic behavior of a counting process in the maximum scheme
- Sur la distribution limite du terme maximum d'une série aléatoire
- Limit theorems for the maximal residuals in linear and nonlinear regression models
- Limit theorems for extremal residuals in a regression model with heavy tails of observation errors
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