Rejoinder to “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146024): Difference between revisions

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+Robust estimation of high-dimensional covariance and precision matrices
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+Robust sparse covariance estimation by thresholding Tyler's M-estimator
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+Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
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+High-dimensional robust precision matrix estimation: cellwise corruption under \(\epsilon \)-contamination
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+A general theory of hypothesis tests and confidence regions for sparse high dimensional models
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+Scaled sparse linear regression
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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