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arXiv · 1510.01885

Extreme residuals in regression model. Minimax approach

Aleksander Ivanov·Ivan Matsak·Sergiy Polotskiy
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Abstract

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

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Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy. 2015-10-07. Extreme residuals in regression model. Minimax approach. https://doi.org/10.15559/15-vmsta40cnf

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