Asymptotics of resampling without replacement in robust and logistic regression
From MaRDI portal
Cites work
- A modern maximum-likelihood theory for high-dimensional logistic regression
- An inequality for Hilbert-Schmidt norm
- An inequality for trace ideals
- Analyzing bagging
- Bagging predictors
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Concentration inequalities. A nonasymptotic theory of independence
- Corrected generalized cross-validation for finite ensembles of penalized estimators
- Debiasing convex regularized estimators and interval estimation in linear models
- Eigenvalues and Condition Numbers of Random Matrices
- Error estimation and adaptive tuning for unregularized robust M-estimator
- High dimensional robust M-estimation: asymptotic variance via approximate message passing
- High-dimensional probability. An introduction with applications in data science
- scientific article; zbMATH DE number 4175162 (Why is no real title available?)
- scientific article; zbMATH DE number 1223843 (Why is no real title available?)
- Local operator theory, random matrices and Banach spaces.
- Modern survey sampling
- Observable adjustments in single-index models for regularized M-estimators with bounded p/n
- On robust regression with high-dimensional predictors
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
- Out-of-sample error estimate for robust M-estimators with convex penalty
- Precise asymptotics of bagging regularized M-estimators
- Precise Error Analysis of Regularized <inline-formula> <tex-math notation="LaTeX">$M$ </tex-math> </inline-formula>-Estimators in High Dimensions
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference
- The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance
- The LASSO Risk for Gaussian Matrices
- The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression
- Using iterated bagging to debias regressions
This page was built for publication: Asymptotics of resampling without replacement in robust and logistic regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7347144)