Scale calibration for high-dimensional robust regression
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Publication:2074316
DOI10.1214/21-EJS1936zbMath1493.62104arXiv1811.02096OpenAlexW4206012820MaRDI QIDQ2074316
Publication date: 9 February 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.02096
semiparametric efficiencyhigh-dimensional inferenceLepski's methodone-step estimationrobust linear regressionadaptive scale estimation
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