Pages that link to "Item:Q5378163"
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The following pages link to Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions (Q5378163):
Displaying 5 items.
- Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
- Testing for jumps with robust spot volatility estimators (Q6490929) (← links)
