Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions (Q5378163)
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scientific article; zbMATH DE number 7064981
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions |
scientific article; zbMATH DE number 7064981 |
Statements
Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions (English)
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12 June 2019
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high dimension
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Huber loss
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\(M\)-estimator
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optimal rate
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robust regularization
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