Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
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Publication:2012209
DOI10.1214/16-AOS1471zbMath1371.62023arXiv1501.00312OpenAlexW2963927498MaRDI QIDQ2012209
Publication date: 28 July 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.00312
asymptotic normalitynonconvex optimizationrobust regressionhigh-dimensional statisticssupport recovery\(M\)-estimatorsstatistical consistency
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
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