Convergence rates of least squares regression estimators with heavy-tailed errors
From MaRDI portal
Publication:2313287
DOI10.1214/18-AOS1748zbMath1466.60033arXiv1706.02410OpenAlexW2884654644WikidataQ127862466 ScholiaQ127862466MaRDI QIDQ2313287
Publication date: 18 July 2019
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.02410
nonparametric regressionleast squares estimationsparse linear regressionheavy-tailed errorsmultiplier inequalitymultiplier empirical process
Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05) (L^p)-limit theorems (60F25)
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