Theory of Probability and Mathematical Statistics
On minimax estimators of regression models parameters
A. V. Ivanov, I. K. Matsak
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Abstract: For linear regression model and in certain sense uniform regression experiment design, an enhanced weak consistency property of vector regression parameter minimax estimator and limit theorem for extreme absolute values of residuals consructed by this estimator are obtained.
Keywords: Lenear regression model, extreme values, triangular array, minimax estimators, symmetric observation errors.
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