The following pages link to Adaptive Huber Regression (Q3304852):
Displaying 50 items.
- 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)
- Robust pairwise learning with Huber loss (Q1979426) (← links)
- Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
- Matrix optimization based Euclidean embedding with outliers (Q2044470) (← links)
- Regularization parameter selection for the low rank matrix recovery (Q2046538) (← links)
- A statistical learning assessment of Huber regression (Q2054280) (← links)
- Degrees of freedom for regularized regression with Huber loss and linear constraints (Q2062389) (← links)
- A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\) (Q2074299) (← links)
- Distributed adaptive Huber regression (Q2076119) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- Robust parameter estimation of regression models under weakened moment assumptions (Q2081782) (← links)
- Functional linear regression with Huber loss (Q2099272) (← links)
- Penalized unimodal spline density estimation with application to \(M\)-estimation (Q2112259) (← links)
- The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data (Q2154953) (← links)
- Concentration study of M-estimators using the influence function (Q2154967) (← links)
- Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
- User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
- Safe feature screening rules for the regularized Huber regression (Q2656712) (← links)
- Robust sparse precision matrix estimation for high-dimensional compositional data (Q2667613) (← links)
- High-dimensional robust regression with \(L_q\)-loss functions (Q2674525) (← links)
- Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929) (← links)
- Nonasymptotic analysis of robust regression with modified Huber's loss (Q2693696) (← links)
- (Q4998879) (← links)
- A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
- A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
- Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146023) (← links)
- (Q5148971) (← links)
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
- Automatic bias correction for testing in high‐dimensional linear models (Q6068053) (← links)
- High-dimensional \(M\)-estimation for Byzantine-robust decentralized learning (Q6068679) (← links)
- Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions (Q6069861) (← links)
- Huber estimation for the network autoregressive model (Q6084752) (← links)
- Non-asymptotic analysis and inference for an outlyingness induced winsorized mean (Q6089298) (← links)
- Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data (Q6092949) (← links)
- Accelerated sparse recovery via gradient descent with nonlinear conjugate gradient momentum (Q6101532) (← links)
- Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression (Q6115528) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
- High-dimensional robust inference for censored linear models (Q6131291) (← links)
- Robust matrix estimations meet Frank-Wolfe algorithm (Q6134341) (← links)
- Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)
- Robust inference for high‐dimensional single index models (Q6140331) (← links)
- Sparse Reduced Rank Huber Regression in High Dimensions (Q6144754) (← links)
- Retire: robust expectile regression in high dimensions (Q6150528) (← links)
- Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (Q6150535) (← links)
- A semi-parametric approach to feature selection in high-dimensional linear regression models (Q6177013) (← links)
- Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms (Q6184871) (← links)