A New Principle for Tuning-Free Huber Regression
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Cites work
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Cited in
(32)- Iteratively reweighted _1-penalized robust regression
- Distributed adaptive Huber regression
- Robust parameter estimation of regression models under weakened moment assumptions
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
- The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data
- User-friendly covariance estimation for heavy-tailed distributions
- Robust projected principal component analysis for large-dimensional semiparametric factor modeling
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- Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
- Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data
- Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective
- Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates
- Renewable Huber estimation method for streaming datasets
- Adaptive Huber trace regression with low-rank matrix parameter via nonconvex regularization
- Online updating Huber robust regression for big data streams
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- Sparse linear regression when noises and covariates are heavy-tailed and contaminated by outliers
- Robust multitask feature learning with adaptive Huber regressions
- Linear hypothesis testing in high-dimensional expected shortfall regression with heavy-tailed errors
- Robust selection and estimation for sparse multivariate functional nonparametric additive models via regularized huber regression
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- Error estimation and adaptive tuning for unregularized robust M-estimator
- Sparse and debiased Lasso estimation and statistical inference for long time series via divide-and-conquer
- Regularized adaptive Huber matrix regression and distributed learning
- Computationally efficient and statistically optimal robust high-dimensional linear regression
- Robust convex biclustering with a tuning-free method
- Semiparametric sensitivity analysis: unmeasured confounding in observational studies
- Improved Huber regression in distributed systems
- Sparse Huber regression incorporating graphical structure among predictors
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