Adaptive Huber Regression (Q3304852): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2896398456 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1706.06991 / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(\ell_1\)-penalized quantile regression in high-dimensional sparse models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Slope meets Lasso: improved oracle bounds and optimality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simultaneous analysis of Lasso and Dantzig selector / rank
 
Normal rank
Property / cites work
 
Property / cites work: SLOPE-adaptive variable selection via convex optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical risk minimization for heavy-tailed losses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics for high-dimensional data. Methods, theory and applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Challenging the empirical mean and empirical variance: a deviation study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust covariance and scatter matrix estimation under Huber's contamination model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical properties of asset returns: stylized facts and statistical issues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s <i>t</i>-Statistic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sub-Gaussian mean estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least angle regression. (With discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive robust variable selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust PCA and pairs of projections in a Hilbert space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5251797 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs / rank
 
Normal rank
Property / cites work
 
Property / cites work: On parameters of increasing dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Estimation of a Location Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust regression: Asymptotics, conjectures and Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a notion of data depth based on random simplices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics with increasing dimension for robust regression with applications to the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries / rank
 
Normal rank
Property / cites work
 
Property / cites work: On depth and deep points: A calculus. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Location–Scale Depth / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error Distribution for Gene Expression Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4864293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4117205 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso) / rank
 
Normal rank
Property / cites work
 
Property / cites work: The \(L_1\) penalized LAD estimator for high dimensional linear regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A High-Dimensional Nonparametric Multivariate Test for Mean Vector / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of M-estimators for the linear model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Globally adaptive quantile regression with ultra-high dimensional data / rank
 
Normal rank
Property / cites work
 
Property / cites work: General notions of statistical depth function. / rank
 
Normal rank

Latest revision as of 04:47, 23 July 2024

scientific article
Language Label Description Also known as
English
Adaptive Huber Regression
scientific article

    Statements

    Adaptive Huber Regression (English)
    0 references
    0 references
    0 references
    0 references
    3 August 2020
    0 references
    adaptive Huber regression
    0 references
    bias and robustness tradeoff
    0 references
    finite-sample inference
    0 references
    heavy-tailed data
    0 references
    nonasymptotic optimality
    0 references
    phase transition
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers