Adaptive Huber regression on Markov-dependent data
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Publication:2145801
DOI10.1016/j.spa.2019.09.004OpenAlexW2977996757WikidataQ127219049 ScholiaQ127219049MaRDI QIDQ2145801
Yongyi Guo, Bai Jiang, Jianqing Fan
Publication date: 20 June 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.09027
Markov chainhigh-dimensional regressionheavy-tailed errorsdependent observationsadaptive Huber regression
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