Asymptotic linear expansion of regularized M-estimators
From MaRDI portal
Publication:2075454
DOI10.1007/s10463-021-00792-5OpenAlexW3138963013MaRDI QIDQ2075454
Publication date: 14 February 2022
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.00579
Uses Software
Cites Work
- Sparse inverse covariance estimation with the graphical lasso
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates
- The Adaptive Lasso and Its Oracle Properties
- Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- Stochastic structural topology optimization: discretization and penalty function approach
- On consistency and robustness properties of support vector machines for heavy-tailed distributions
- Boosting algorithms: regularization, prediction and model fitting
- Statistics for high-dimensional data. Methods, theory and applications.
- Von Mises calculus for statistical functionals
- A modified functional delta method and its application to the estimation of risk functionals
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals
- Asymptotic normality of support vector machine variants and other regularized kernel methods
- Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- The structure of optimal parameters for image restoration problems
- Propagation of outliers in multivariate data
- The cost of not knowing the radius
- On the distribution of the adaptive LASSO estimator
- Central limit theorems for C(S)-valued random variables
- Robust asymptotic statistics
- Optimal robust \(M\)-estimates of location
- Least angle regression. (With discussion)
- Weak convergence and empirical processes. With applications to statistics
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- \(L_2\) differentiability of generalized linear models
- Influence functions for penalized M-estimators
- Ranking and empirical minimization of \(U\)-statistics
- An empirical comparison of learning algorithms for nonparametric scoring: the \textsc{TreeRank} algorithm and other methods
- Pathwise coordinate optimization
- Boosting for high-dimensional linear models
- Piecewise linear regularized solution paths
- Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory
- The influence function of penalized regression estimators
- Empirical Processes in Action: A Review
- The Influence Curve and Its Role in Robust Estimation
- The theory of differentiation in linear topological spaces
- Asymptotic Statistics
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A new approach to variable selection in least squares problems
- Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
- Regularization and Variable Selection Via the Elastic Net
- Weakly decomposable regularization penalties and structured sparsity
- Robust Statistics
- Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
- On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
- On the Asymptotic Distribution of Differentiable Statistical Functions
- Robust Statistics
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
