Renewable Huber estimation method for streaming datasets
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A New Principle for Tuning-Free Huber Regression
- A Stochastic Approximation Method
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- Online Estimation for Functional Data
- Optimal One-Pass Nonparametric Estimation Under Memory Constraint
- Optimal rates of convergence for covariance matrix estimation
- Quantile regression under memory constraint
- Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches
- Renewable estimation and incremental inference in generalized linear models with streaming data sets
- Robust Statistics
- Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
- Robust regression through the Huber's criterion and adaptive lasso penalty
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- Smoothed quantile regression with large-scale inference
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- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Two-Point Step Size Gradient Methods
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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