Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624): Difference between revisions

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+Spectral analysis of large dimensional random matrices
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
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+Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
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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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