Extreme residuals in regression model. Minimax approach

DOI10.15559/15-VMSTA40CNFzbMATH Open1352.60033arXiv1510.01885MaRDI QIDQ340788FDOQ340788

Authors: I. K. Matsak, Sergiy Polotskiy, O. V. Ivanov 

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Abstract: We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.

Full work available at URL: https://arxiv.org/abs/1510.01885

zbMATH Keywords

linear regressionminimax estimatorlimit theoremsextreme residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

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• Asymptotic behavior of a counting process in the maximum scheme
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Cited In (1)

• Minimax estimators of parameters of a regression model

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