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Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case - MaRDI portal

Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case (Q1340291)

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scientific article; zbMATH DE number 701315
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English
Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
scientific article; zbMATH DE number 701315

    Statements

    Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case (English)
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    11 December 1994
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    \(M\)-estimators
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    linear models
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    scale-variant
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    scale-invariant
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