Extreme residuals in regression model. Minimax approach

arxiv: 1510.01885 · v1 · pith:IAC3DE7Cnew · submitted 2015-10-07 · 🧮 math.PR

Aleksander Ivanov , Ivan Matsak , Sergiy Polotskiy This is my paper

classification 🧮 math.PR

keywords extrememinimaxmodelregressionresidualsapproachcaseestimation

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

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