Extreme residuals in regression model. Minimax approach
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Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: Extreme residuals in regression model. Minimax approach, Authors: Aleksander Ivanov, Ivan Matsak, Sergiy Polotskiy , Abstract: We obtain limit theorems for extreme residuals in linear regression model in the case of minimax estimation of parameters.
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