General matching quantiles M-estimation

DOI10.1016/j.csda.2020.106941OpenAlexW3008628612MaRDI QIDQ2181544

Shanshan Qin, Yuehua Wu

Publication date: 19 May 2020

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.106941

zbMATH Keywords

cross-validationM-estimationadaptive Lassooutlier observationsmatching quantiles

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Matching distributions for survival data

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• The method of simulated quantiles
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Robust regression through the Huber's criterion and adaptive lasso penalty
• Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes
• On robust regression with high-dimensional predictors
• Robust Inference for Generalized Linear Models
• M-Estimation in Cross-Over Trials
• Matching a Distribution by Matching Quantiles Estimation
• Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
• Robust Estimation of a Location Parameter
• Robust Statistics

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