On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229)
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English | On least squares estimation under heteroscedastic and heavy-tailed errors |
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On least squares estimation under heteroscedastic and heavy-tailed errors (English)
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23 March 2022
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dyadic peeling
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finite sample tail probability bounds
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interpolation inequality
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local envelopes
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maximal inequality
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heavy tails
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