Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011)

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scientific article; zbMATH DE number 7585122
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    Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
    scientific article; zbMATH DE number 7585122

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      Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (English)
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      14 September 2022
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      confidence interval
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      Huber loss
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      linear model
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      post-selection inference
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