On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators |
scientific article |
Statements
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (English)
0 references
12 February 2018
0 references
high-dimensional inference
0 references
random matrix theory
0 references
concentration of measure
0 references
proximal mapping
0 references
regression M-estimates
0 references
robust regression
0 references
0 references
0 references
0 references
0 references
0 references
