Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
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Publication:1340291
DOI10.1006/jmva.1994.1059zbMath0816.62025OpenAlexW3022256363MaRDI QIDQ1340291
Publication date: 11 December 1994
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1994.1059
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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