Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors

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Cited In (6)

Optimal decorrelated score subsampling for generalized linear models with massive data
Adaptive Huber trace regression with low-rank matrix parameter via nonconvex regularization
Renewable Huber estimation method for streaming datasets
Double debiased transfer learning for adaptive Huber regression
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

Uses Software

randomSurvivalForest

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