Pages that link to "Item:Q2012209"

The following pages link to Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators (Q2012209):

Displaying 50 items.

• Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
• A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
• The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
• A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
• Regression analysis: likelihood, error and entropy (Q1739032) (← links)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
• The landscape of empirical risk for nonconvex losses (Q1991675) (← links)
• Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
• Variable smoothing for weakly convex composite functions (Q2031930) (← links)
• Graphical-model based high dimensional generalized linear models (Q2044367) (← links)
• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems (Q2046332) (← links)
• Adaptive sparse group LASSO in quantile regression (Q2051571) (← links)
• A statistical learning assessment of Huber regression (Q2054280) (← links)
• Wavelet-based robust estimation and variable selection in nonparametric additive models (Q2066754) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• Sparse regression for extreme values (Q2074318) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
• Distributed adaptive Huber regression (Q2076119) (← links)
• High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← links)
• Penalized wavelet estimation and robust denoising for irregular spaced data (Q2095705) (← links)
• High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
• Batch policy learning in average reward Markov decision processes (Q2112817) (← links)
• All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
• A high-dimensional M-estimator framework for bi-level variable selection (Q2135521) (← links)
• Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
• The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data (Q2154953) (← links)
• Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
• Statistical analysis of sparse approximate factor models (Q2199708) (← links)
• Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
• Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
• Computational and statistical analyses for robust non-convex sparse regularized regression problem (Q2317291) (← links)
• A refined convergence analysis of \(\mathrm{pDCA}_{e}\) with applications to simultaneous sparse recovery and outlier detection (Q2419541) (← links)
• Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
• High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
• Additive Bayesian variable selection under censoring and misspecification (Q2684685) (← links)
• Tractable Bayesian Variable Selection: Beyond Normality (Q3121566) (← links)
• Oracle Inequalities for Local and Global Empirical Risk Minimizers (Q3296182) (← links)
• Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components (Q4554066) (← links)
• Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO (Q4999164) (← links)
• A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
• Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning (Q5043854) (← links)
• High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
• Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
• Rejoinder to “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146024) (← links)
• (Q5148952) (← links)
• Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization (Q5868947) (← links)
• The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)