Pages that link to "Item:Q2962135"
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The following pages link to On robust regression with high-dimensional predictors (Q2962135):
Displaying 42 items.
- High dimensional robust M-estimation: asymptotic variance via approximate message passing (Q343797) (← links)
- Stability (Q373542) (← links)
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
- Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques (Q1991696) (← links)
- Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
- Distributed linear regression by averaging (Q2039793) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Asymptotic normality of robust \(M\)-estimators with convex penalty (Q2106774) (← links)
- Fundamental barriers to high-dimensional regression with convex penalties (Q2119224) (← links)
- On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions (Q2136638) (← links)
- The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance (Q2137045) (← links)
- A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers (Q2148995) (← links)
- General matching quantiles M-estimation (Q2181544) (← links)
- Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution (Q2189396) (← links)
- Detangling robustness in high dimensions: composite versus model-averaged estimation (Q2192312) (← links)
- Which bridge estimator is the best for variable selection? (Q2215760) (← links)
- Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator (Q2215774) (← links)
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval (Q2425162) (← links)
- On robust regression with high-dimensional predictors (Q2962135) (← links)
- Statistical mechanics of the inverse Ising problem and the optimal objective function (Q3303172) (← links)
- Concentration Inequalities for Statistical Inference (Q3380883) (← links)
- Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
- On the optimality of averaging in distributed statistical learning (Q4606521) (← links)
- ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS (Q4637609) (← links)
- Robust sparse regression by modeling noise as a mixture of gaussians (Q5036623) (← links)
- Learning curves of generic features maps for realistic datasets with a teacher-student model* (Q5055409) (← links)
- Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
- (Q5381132) (← links)
- Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis (Q5878730) (← links)
- Graph connection Laplacian methods can be made robust to noise (Q5963525) (← links)
- Conditional predictive inference for stable algorithms (Q6042347) (← links)
- Automatic bias correction for testing in high‐dimensional linear models (Q6068053) (← links)
- Debiasing convex regularized estimators and interval estimation in linear models (Q6117025) (← links)
- Inference on the best policies with many covariates (Q6150530) (← links)
- Testing many restrictions under heteroskedasticity (Q6175550) (← links)
- Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions (Q6183752) (← links)
- Universality of regularized regression estimators in high dimensions (Q6183759) (← links)