Limit theorems for the maximal residuals in linear and nonlinear regression models

DOI10.1090/S0094-9000-2013-00890-4zbMath1312.60069OpenAlexW2054979755MaRDI QIDQ2922890

Ivan K. Matsak, Alexander V. Ivanov

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2013-00890-4

zbMATH Keywords

limit theoremsregression modelsmaximal residuals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Extreme value theory; extremal stochastic processes (60G70) General nonlinear regression (62J02) Limit theorems in probability theory (60F99)

Related Items (3)

Extreme residuals in regression model. Minimax approach ⋮ Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model ⋮ Minimax estimators of parameters of a regression model

Cites Work

• Extremes and related properties of random sequences and processes
• Sur la distribution limite du terme maximum d'une série aléatoire
• The Consistency of Nonlinear Regressions
• Regularly varying functions
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