On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229)

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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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