Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
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Publication:2172011
Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3169866 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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Cited in
(6)- Optimal decorrelated score subsampling for generalized linear models with massive data
- Renewable Huber estimation method for streaming datasets
- Adaptive Huber trace regression with low-rank matrix parameter via nonconvex regularization
- High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Double debiased transfer learning for adaptive Huber regression
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