Minimax estimators of parameters of a regression model

DOI10.1090/TPMS/1082zbMath1445.62165OpenAlexW3009273404MaRDI QIDQ5218377

Ivan K. Matsak, Alexander V. Ivanov

Publication date: 3 March 2020

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

Full work available at URL: https://doi.org/10.1090/tpms/1082

zbMATH Keywords

extreme valuesminimax estimatorslinear regression modelscheme of seriessymmetric errors of observations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Strong limit theorems (60F15)

Cites Work

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• Extreme residuals in regression model. Minimax approach
• Extremes and related properties of random sequences and processes
• On the measurability and consistency of minimum contrast estimates
• 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
• Modern Theory of Summation of Random Variables

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