On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518)
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scientific article; zbMATH DE number 6837236
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| English | On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators |
scientific article; zbMATH DE number 6837236 |
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On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (English)
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12 February 2018
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high-dimensional inference
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random matrix theory
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concentration of measure
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proximal mapping
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regression M-estimates
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robust regression
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0.7652060389518738
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0.7602626085281372
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0.7542392611503601
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