Adaptive Huber Regression (Q3304852)

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

Statements

scholarly article

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Adaptive Huber Regression (English)

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Journal of the American Statistical Association

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publication date

3 August 2020

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full work available at URL

https://arxiv.org/abs/1706.06991

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https://escholarship.org/uc/item/4sn8g6n9

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zbMATH Keywords

adaptive Huber regression

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bias and robustness tradeoff

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finite-sample inference

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heavy-tailed data

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nonasymptotic optimality

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phase transition

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MaRDI profile type

MaRDI publication profile

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\(\ell_1\)-penalized quantile regression in high-dimensional sparse models

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Slope meets Lasso: improved oracle bounds and optimality

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Simultaneous analysis of Lasso and Dantzig selector

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SLOPE-adaptive variable selection via convex optimization

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Empirical risk minimization for heavy-tailed losses

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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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Robust covariance and scatter matrix estimation under Huber's contamination model

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Empirical properties of asset returns: stylized facts and statistical issues

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Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s <i>t</i>-Statistic

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Sub-Gaussian mean estimators

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Least angle regression. (With discussion)

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Adaptive robust variable selection

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Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Robust PCA and pairs of projections in a Hilbert space

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A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs

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On parameters of increasing dimensions

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Robust Estimation of a Location Parameter

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Robust regression: Asymptotics, conjectures and Monte Carlo

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Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates

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On a notion of data depth based on random simplices

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Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)

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Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima

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Asymptotics with increasing dimension for robust regression with applications to the bootstrap

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Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries

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On depth and deep points: A calculus.

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Location–Scale Depth

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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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Error Distribution for Gene Expression Data

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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The \(L_1\) penalized LAD estimator for high dimensional linear regression

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A High-Dimensional Nonparametric Multivariate Test for Mean Vector

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Asymptotic behavior of M-estimators for the linear model

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Globally adaptive quantile regression with ultra-high dimensional data

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General notions of statistical depth function.

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Identifiers

zbMATH Open document ID

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10.1080/01621459.2018.1543124

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:3304852

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