Extreme residuals in regression model. Minimax approach
We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
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| Format: | Article |
| Language: | English |
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VTeX
2015-10-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF |
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doaj-b0745b51f24c47dca37610059c528d162020-11-25T01:39:01ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542015-10-012329730810.15559/15-VMSTA40CNFExtreme residuals in regression model. Minimax approachAleksander Ivanov0Ivan Matsak1Sergiy Polotskiy2National Technical University of Ukraine “Kyiv Polytechnic Institute”, 37 Peremogy Ave., Kyiv, 03056, UkraineTaras Shevchenko National University of Kyiv, 4e Academician Glushkov Ave., Kyiv, 03127, UkraineTaras Shevchenko National University of Kyiv, 4e Academician Glushkov Ave., Kyiv, 03127, UkraineWe obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNFLinear regressionminimax estimatormaximal residual |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Aleksander Ivanov Ivan Matsak Sergiy Polotskiy |
| spellingShingle |
Aleksander Ivanov Ivan Matsak Sergiy Polotskiy Extreme residuals in regression model. Minimax approach Modern Stochastics: Theory and Applications Linear regression minimax estimator maximal residual |
| author_facet |
Aleksander Ivanov Ivan Matsak Sergiy Polotskiy |
| author_sort |
Aleksander Ivanov |
| title |
Extreme residuals in regression model. Minimax approach |
| title_short |
Extreme residuals in regression model. Minimax approach |
| title_full |
Extreme residuals in regression model. Minimax approach |
| title_fullStr |
Extreme residuals in regression model. Minimax approach |
| title_full_unstemmed |
Extreme residuals in regression model. Minimax approach |
| title_sort |
extreme residuals in regression model. minimax approach |
| publisher |
VTeX |
| series |
Modern Stochastics: Theory and Applications |
| issn |
2351-6046 2351-6054 |
| publishDate |
2015-10-01 |
| description |
We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters. |
| topic |
Linear regression minimax estimator maximal residual |
| url |
https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF |
| work_keys_str_mv |
AT aleksanderivanov extremeresidualsinregressionmodelminimaxapproach AT ivanmatsak extremeresidualsinregressionmodelminimaxapproach AT sergiypolotskiy extremeresidualsinregressionmodelminimaxapproach |
| _version_ |
1725050826135699456 |