D4R: doubly robust reduced rank regression in high dimension

DOI10.1016/J.JSPI.2024.106162MaRDI QIDQ6556782zbMATH OpenFDO

Authors Xiaoyan Ma, Lili Wei, Wanfeng Liang

Publication date 17 June 2024

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JSPI.2024.106162

zbMATH Keywords

heavy tailsoutliersreduced rank regressionspectral regularizationTukey's biweight loss

Mathematics Subject Classification ID

Statistics (62-XX)

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