Pages that link to "Item:Q580843"

The following pages link to A central limit theorem applicable to robust regression estimators (Q580843):

Displaying 10 items.

• A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
• On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
• On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
• On the central limit theorem in \(R^ p\) when p\(\rightarrow \infty\) (Q1071369) (← links)
• Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
• GMM inference when the number of moment conditions in large (Q1808550) (← links)
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
• Applications of Central Limit Theorems over asymptotically measurable sets: Regression Models (Q4350912) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• Asymptotic distribution of regression M-estimators (Q5945257) (← links)