The following pages link to (Q5004044):
Displaying 8 items.
- Robust parameter estimation of regression models under weakened moment assumptions (Q2081782) (← links)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
- Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (Q6150535) (← links)
- A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors (Q6185128) (← links)
- Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
- A Bernstein-type inequality for high dimensional linear processes with applications to robust estimation of time series regressions (Q6671911) (← links)
