Asymptotic normality of robust \(M\)-estimators with convex penalty (Q2106774)
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English | Asymptotic normality of robust \(M\)-estimators with convex penalty |
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Asymptotic normality of robust \(M\)-estimators with convex penalty (English)
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19 December 2022
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robust estimation
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M-estimator
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asymptotic normality
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confidence Intervals
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high-dimensional statistics
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bias-correction
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Stein*s formula
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