Asymptotic normality of robust \(M\)-estimators with convex penalty (Q2106774)

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scientific article; zbMATH DE number 7633922
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    Asymptotic normality of robust \(M\)-estimators with convex penalty
    scientific article; zbMATH DE number 7633922

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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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