Modern Stochastics: Theory and Applications (Oct 2015)

Extreme residuals in regression model. Minimax approach

Aleksander Ivanov,
Ivan Matsak,
Sergiy Polotskiy

Affiliations

Aleksander Ivanov: National Technical University of Ukraine “Kyiv Polytechnic Institute”, 37 Peremogy Ave., Kyiv, 03056, Ukraine
Ivan Matsak: Taras Shevchenko National University of Kyiv, 4e Academician Glushkov Ave., Kyiv, 03127, Ukraine
Sergiy Polotskiy: Taras Shevchenko National University of Kyiv, 4e Academician Glushkov Ave., Kyiv, 03127, Ukraine

DOI: https://doi.org/10.15559/15-VMSTA40CNF
Journal volume & issue: Vol. 2, no. 3
pp. 297 – 308

Abstract

We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.

Published in Modern Stochastics: Theory and Applications

ISSN: 2351-6046 (Print); 2351-6054 (Online)
Publisher: VTeX
Country of publisher: Lithuania
LCC subjects: Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods; Science: Mathematics
Website: https://www.vmsta.org/journal/VMSTA

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