Asymptotic normality of robust \(M\)-estimators with convex penalty
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Publication:2106774
DOI10.1214/22-EJS2065MaRDI QIDQ2106774
Publication date: 19 December 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.03826
asymptotic normalityrobust estimationhigh-dimensional statisticsbias-correctionM-estimatorconfidence IntervalsStein*s formula
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