Limit theorems for extremal residuals in a regression model with heavy tails of observation errors

DOI10.1090/S0094-9000-2014-00921-7zbMath1312.60070MaRDI QIDQ2923402

Ivan K. Matsak, Alexander V. Ivanov

Publication date: 15 October 2014

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

zbMATH Keywords

heavy tailslimit theoremslinear regression modelextremal residuals

Mathematics Subject Classification ID

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

Related Items (2)

Extreme residuals in regression model. Minimax approach ⋮ Minimax estimators of parameters of a regression model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Extremes and related properties of random sequences and processes
• Sur la distribution limite du terme maximum d'une série aléatoire
• The Khintchine inequalities and martingale expanding sphere of their action
• Moment Convergence of Sample Extremes
• Regularly varying functions

This page was built for publication: Limit theorems for extremal residuals in a regression model with heavy tails of observation errors