Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors |
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Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (English)
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14 September 2022
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confidence interval
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Huber loss
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linear model
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post-selection inference
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