Scale calibration for high-dimensional robust regression (Q2074316)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scale calibration for high-dimensional robust regression |
scientific article |
Statements
Scale calibration for high-dimensional robust regression (English)
0 references
9 February 2022
0 references
adaptive scale estimation
0 references
high-dimensional inference
0 references
Lepski's method
0 references
one-step estimation
0 references
robust linear regression
0 references
semiparametric efficiency
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
