Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146023)

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scientific article; zbMATH DE number 7300152
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Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
scientific article; zbMATH DE number 7300152

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    Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (English)
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    22 January 2021
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    efficiency
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    heavy-tailed error
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    high dimension
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    linear regression
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    tuning parameter
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    robustness
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