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Asymptotic normality of robust \(M\)-estimators with convex penalty - MaRDI portal

Asymptotic normality of robust \(M\)-estimators with convex penalty (Q2106774)

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scientific article; zbMATH DE number 7633922
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English
Asymptotic normality of robust \(M\)-estimators with convex penalty
scientific article; zbMATH DE number 7633922

    Statements

    Asymptotic normality of robust \(M\)-estimators with convex penalty (English)
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    19 December 2022
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    robust estimation
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    M-estimator
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    asymptotic normality
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    confidence Intervals
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    high-dimensional statistics
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    bias-correction
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    Stein*s formula
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