Asymptotic Behavior for the Extreme Values of a Linear Regression Model
Diop, Aliou ; Guegan, Dominique
HAL, halshs-00188532 / Harvested from HAL
Text on HAL
We consider a class of linear regression model with extreme distribution noise. We show by a mean of point process technique that the asymptotic distribution of the maximum is the same as the one of the max of the noise process, under specific conditions.
Publié le : 2004-07-05
Classification:  regression model,  Point process,  regression model.,  Extreme value theory,  Poisson random process,  [SHS.ECO]Humanities and Social Sciences/Economies and finances,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST],  [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH] 
@article{halshs-00188532,
     author = {Diop, Aliou and Guegan, Dominique},
     title = {Asymptotic Behavior for the Extreme Values of a Linear Regression Model},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/halshs-00188532}
}

Diop, Aliou; Guegan, Dominique. Asymptotic Behavior for the Extreme Values of a Linear Regression Model. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/halshs-00188532/