Adaptive Huber Regression (Q3304852): Difference between revisions

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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Slope meets Lasso: improved oracle bounds and optimality
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+Simultaneous analysis of Lasso and Dantzig selector
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+SLOPE-adaptive variable selection via convex optimization
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+Empirical risk minimization for heavy-tailed losses
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Challenging the empirical mean and empirical variance: a deviation study
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+Robust covariance and scatter matrix estimation under Huber's contamination model
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+Empirical properties of asset returns: stylized facts and statistical issues
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+Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s <i>t</i>-Statistic
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+Sub-Gaussian mean estimators
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+Least angle regression. (With discussion)
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+Adaptive robust variable selection
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+Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Robust PCA and pairs of projections in a Hilbert space
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+Q5251797
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+A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
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+On parameters of increasing dimensions
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+Robust Estimation of a Location Parameter
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Q3413299
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+Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
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+On a notion of data depth based on random simplices
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+Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
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+Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
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+Asymptotics with increasing dimension for robust regression with applications to the bootstrap
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+Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries
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+On depth and deep points: A calculus.
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+Location–Scale Depth
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+Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
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+Error Distribution for Gene Expression Data
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+Q4864293
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+Q4117205
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+The \(L_1\) penalized LAD estimator for high dimensional linear regression
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+A High-Dimensional Nonparametric Multivariate Test for Mean Vector
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+Asymptotic behavior of M-estimators for the linear model
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+Globally adaptive quantile regression with ultra-high dimensional data
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+General notions of statistical depth function.
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