Extreme residuals in regression model. Minimax approach

DOI10.15559/15-VMSTA40CNFzbMath1352.60033arXiv1510.01885MaRDI QIDQ340788

Sergiy Polotskiy, Ivan K. Matsak, Alexander V. Ivanov

Publication date: 15 November 2016

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

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

zbMATH Keywords

limit theoremslinear regressionminimax estimatorextreme residuals

Mathematics Subject Classification ID

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

Related Items (1)

Minimax estimators of parameters of a regression model

Cites Work

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• Asymptotic behavior of a counting process in the maximum scheme
• Sur la distribution limite du terme maximum d'une série aléatoire
• Limit theorems for the maximal residuals in linear and nonlinear regression models
• Limit theorems for extremal residuals in a regression model with heavy tails of observation errors

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