ON MINIMAX ESTIMATORS OF REGRESSION MODELS PARAMETERS

被引：0

作者：

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

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

机构：

[1] Natl Tech Univ Ukraine Kyiv Polytechn Inst Igor S, Fac Math & Phys, Dept Math Anal & Probabil Theory, Peremogy Ave 37, UA-03057 Kiev, Ukraine

[2] Kyiv Natl Univ Tarasa Shevchenka, Glushkov Ave,Bldg 6, UA-03127 Kiev, Ukraine

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2018年 / 99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：

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.

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页码：83 / 90

页数：8

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