LIMIT THEOREMS FOR EXTREMAL RESIDUALS IN A REGRESSION MODEL WITH HEAVY TAILS OF OBSERVATION ERRORS

被引：0

作者：

Ivanov, O. V. ^{[1
]}

Matsak, I. K. ^{[2
]}

机构：

[1] Natl Tech Univ Ukraine, Dept Math Anal & Probabil Theory, Kyiv Polytech Inst, Peremogy Sq 37, UA-03056 Kiev, Ukraine

[2] Kyiv Natl Taras Shevchenko Univ, Fac Cybernet, UA-03127 Kiev, Ukraine

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2013年 / 88卷

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the paper the limit theorems for maximal residuals in linear regression models with observation errors having heavy tails are obtained.

引用

页码：90 / 97

页数：8

共 19 条

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