Pages that link to "Item:Q2313287"

The following pages link to Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287):

Displaying 17 items.

• Regression in Tensor Product Spaces by the Method of Sieves (Q104871) (← links)
• Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
• Multiplier \(U\)-processes: sharp bounds and applications (Q2073203) (← links)
• Sample selection models with monotone control functions (Q2074593) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
• On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions (Q2136638) (← links)
• Sufficient dimension reduction for average causal effect estimation (Q2147407) (← links)
• Robust statistical learning with Lipschitz and convex loss functions (Q2174664) (← links)
• High-dimensional CLT: improvements, non-uniform extensions and large deviations (Q2214242) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
• Multiscale change-point segmentation: beyond step functions (Q2326059) (← links)
• Complex sampling designs: uniform limit theorems and applications (Q2656604) (← links)
• Posterior concentration and fast convergence rates for generalized Bayesian learning (Q2666765) (← links)
• Generic error bounds for the generalized Lasso with sub-exponential data (Q2675193) (← links)
• An Online Projection Estimator for Nonparametric Regression in Reproducing Kernel Hilbert Spaces (Q6039862) (← links)