Pages that link to "Item:Q1930659"

The following pages link to Challenging the empirical mean and empirical variance: a deviation study (Q1930659):

Displaying 50 items.

• QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization (Q2515488) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• Analysing the Dependence between Variance and Mean Estimated Values: A Theoretical and Experimental Approach (Q3512538) (← links)
• (Q4558531) (← links)
• An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
• (Q4558573) (← links)
• Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
• Is Mean-Variance Analysis Vacuous: Or was Beta Still Born? (Q4798664) (← links)
• (Q4969103) (← links)
• Halving the Bounds for the Markov, Chebyshev, and Chernoff Inequalities Using Smoothing (Q4972079) (← links)
• (Q4998879) (← links)
• (Q4998940) (← links)
• Privacy-Preserving Parametric Inference: A Case for Robust Statistics (Q4999173) (← links)
• (Q5004044) (← links)
• A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
• Robust covariance estimation with noisy high-frequency financial data (Q5051327) (← links)
• Robust Estimation of the Mean with Bounded Relative Standard Deviation (Q5117933) (← links)
• Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
• Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146023) (← links)
• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
• (Q5214246) (← 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)
• Inference of Breakpoints in High-dimensional Time Series (Q6110713) (← links)
• Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
• Topics in robust statistical learning (Q6124899) (← links)
• Game-theoretic statistics and safe anytime-valid inference (Q6145149) (← links)
• UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
• Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (Q6150535) (← links)
• Robust multiscale estimation of time-average variance for time series segmentation (Q6166922) (← links)
• Catoni-style confidence sequences for heavy-tailed mean estimation (Q6171648) (← links)
• Robust supervised learning with coordinate gradient descent (Q6172182) (← links)
• On robustness and local differential privacy (Q6172196) (← links)
• Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
• Understanding Implicit Regularization in Over-Parameterized Single Index Model (Q6185498) (← links)
• Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle (Q6186442) (← links)
• Mean estimation in high dimension (Q6200221) (← links)
• Dimension-free bounds for sums of dependent matrices and operators with heavy-tailed distributions (Q6200904) (← links)
• Testing for jumps with robust spot volatility estimators (Q6490929) (← links)
• A survey of learning criteria going beyond the usual risk (Q6535427) (← links)
• Robust and sparse Gaussian graphical modelling under cell-wise contamination (Q6541453) (← links)
• Asymptotic normality and confidence region for Catoni's Z estimator (Q6543971) (← links)
• Gaussian differentially private robust mean estimation and inference (Q6589584) (← links)
• Robust subgaussian estimation with VC-dimension (Q6596223) (← links)
• Covariance estimation under missing observations and \(L_4 - L_2\) moment equivalence (Q6597260) (← links)
• Robust estimators of functional single index models for longitudinal data (Q6597413) (← links)
• Concentration inequalities of MLE and robust MLE (Q6597416) (← links)
• ARFIS: an adaptive robust model for regression with heavy-tailed distribution (Q6608323) (← links)
• Adaptive Huber trace regression with low-rank matrix parameter via nonconvex regularization (Q6614417) (← links)