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.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2015-10-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/15-VMSTA40CNF |