Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287): Difference between revisions

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English	Convergence rates of least squares regression estimators with heavy-tailed errors	scientific article

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scholarly article

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Convergence rates of least squares regression estimators with heavy-tailed errors (English)

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The Annals of Statistics

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publication date

18 July 2019

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full work available at URL

https://arxiv.org/abs/1706.02410

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https://projecteuclid.org/euclid.aos/1558425646

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zbMATH Keywords

multiplier empirical process

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multiplier inequality

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nonparametric regression

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least squares estimation

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sparse linear regression

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heavy-tailed errors

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MaRDI profile type

MaRDI publication profile

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The Central Limit Theorem for Empirical Processes Under Local Conditions: The Case of Radon Infinitely Divisible Limits without Gaussian Component

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Near-Optimal Detection of Geometric Objects by Fast Multiscale Methods

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Robust linear least squares regression

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A note on the largest eigenvalue of a large dimensional sample covariance matrix

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Limit of the smallest eigenvalue of a large dimensional sample covariance matrix

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A new method for estimation and model selection: \(\rho\)-estimation

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Local Rademacher complexities

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Empirical minimization

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Rates of convergence for minimum contrast estimators

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Consistencies and rates of convergence of jump-penalized least squares estimators

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Empirical risk minimization for heavy-tailed losses

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Bandits With Heavy Tail

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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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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

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Sub-Gaussian mean estimators

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Uniform Central Limit Theorems

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Concentration inequalities and asymptotic results for ratio type empirical processes

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Mathematical Foundations of Infinite-Dimensional Statistical Models

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Some limit theorems for empirical processes (with discussion)

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Convergence rates of least squares regression estimators with heavy-tailed errors

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On the estimation of the mean of a random vector

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Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)

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Minimax theory of image reconstruction

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Sparse recovery under weak moment assumptions

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Regularization and the small-ball method. I: Sparse recovery

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Conditions d'intégrabilité pour les multiplicateurs dans le TLC banachique. (Integrability conditions for multiplicators in the central limit theorem in Banach spaces)

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Probability in Banach spaces. Isoperimetry and processes

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Regularization, sparse recovery, and median-of-means tournaments

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Sub-Gaussian estimators of the mean of a random vector

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The asymptotic distribution of weighted empirical distribution functions

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Risk bounds for statistical learning

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Learning without Concentration

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Upper bounds on product and multiplier empirical processes

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``Local'' vs. ``global'' parameters -- breaking the Gaussian complexity barrier

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On aggregation for heavy-tailed classes

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Extending the scope of the small-ball method

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On Multiplier Processes Under Weak Moment Assumptions

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Geometric median and robust estimation in Banach spaces

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Confidence sets in sparse regression

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The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors

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Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

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Empirical Processes with Applications to Statistics

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Upper and Lower Bounds for Stochastic Processes

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A new approach to least-squares estimation, with applications

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Estimating a regression function

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On asymptotically optimal confidence regions and tests for high-dimensional models

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Consistency for the least squares estimator in nonparametric regression

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A local maximal inequality under uniform entropy

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Weak convergence and empirical processes. With applications to statistics

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Nonparametric regression with dependent errors

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Information-theoretic determination of minimax rates of convergence

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Tests for change-points with epidemic alternatives

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Risk bounds in isotonic regression

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Identifiers

zbMATH Open document ID

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10.1214/18-AOS1748

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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