Extreme residuals in regression model. Minimax approach
arXiv:1510.01885 · doi:10.15559/15-VMSTA40CNF
Abstract
We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
arXiv commentPublished at http://dx.doi.org/10.15559/15-VMSTA40CNF in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)