Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case

DOI10.1006/jmva.1994.1059zbMath0816.62025MaRDI QIDQ1340291

Yuehua Wu, Zhi-Dong Bai

Publication date: 11 December 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1059

zbMATH Keywords

linear models; \(M\)-estimators; scale-invariant; scale-variant

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

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