Asymptotic properties on high-dimensional multivariate regression M-estimation

DOI10.1016/j.jmva.2021.104730zbMath1465.62098OpenAlexW3129006507MaRDI QIDQ2022560

Hao Ding, Shanshan Qin, Yuehua Wu, Yao-hua Wu

Publication date: 29 April 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104730

zbMATH Keywords

nonlinear systemmultivariate regressionM-estimationhigh-dimensionalproximal mappingdouble leave-one-out method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

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