High-dimensional robust approximated M-estimators for mean regression with asymmetric data

DOI10.1016/j.jmva.2022.105080zbMath1520.62095arXiv1910.09493MaRDI QIDQ6327615

Xiaoli Gao, Bin Luo

Publication date: 21 October 2019

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)