Pages that link to "Item:Q5378163"
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The following pages link to Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions (Q5378163):
Displaying 50 items.
- A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models (Q141126) (← links)
- High-dimensional generalizations of asymmetric least squares regression and their applications (Q510692) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- Variable selection in high-dimensional linear model with possibly asymmetric errors (Q829750) (← links)
- Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
- Robust covariance estimation for approximate factor models (Q1739628) (← links)
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning (Q2044333) (← links)
- Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
- Low-rank elastic-net regularized multivariate Huber regression model (Q2049832) (← links)
- Degrees of freedom for regularized regression with Huber loss and linear constraints (Q2062389) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- Distributed adaptive Huber regression (Q2076119) (← links)
- High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← 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)
- High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
- The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data (Q2154953) (← links)
- Robust sieve M-estimation with an application to dimensionality reduction (Q2161188) (← links)
- Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
- General matching quantiles M-estimation (Q2181544) (← links)
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses (Q2189749) (← links)
- Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
- Robust inference via multiplier bootstrap (Q2196240) (← links)
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers (Q2291496) (← links)
- Mean estimation and regression under heavy-tailed distributions: A survey (Q2329044) (← links)
- Large covariance estimation through elliptical factor models (Q2413594) (← links)
- Safe feature screening rules for the regularized Huber regression (Q2656712) (← links)
- Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
- Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← 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)
- Adaptive Huber Regression (Q3304852) (← links)
- An $\ell_{\infty}$ Eigenvector Perturbation Bound and Its Application to Robust Covariance Estimation (Q4558538) (← links)
- Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model (Q4559707) (← links)
- The SgenoLasso and its cousins for selective genotyping and extreme sampling: application to association studies and genomic selection (Q4987644) (← links)
- (Q4998879) (← links)
- (Q5004044) (← links)
- Testing symmetry based on empirical likelihood (Q5036342) (← links)
- A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
- Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677) (← links)
- Inference robust to outliers with <i>ℓ</i><sub>1</sub>-norm penalization (Q5140337) (← 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)
