Robust regression via mutivariate regression depth

DOI10.3150/19-BEJ1144zbMath1466.62368arXiv1702.04656MaRDI QIDQ2295029

Chao Gao

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.04656

zbMATH Keywords

robust statisticscontamination modelhigh-dimensional regressionminimax ratedata depth

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

All-in-one robust estimator of the Gaussian mean ⋮ Robust supervised learning with coordinate gradient descent ⋮ Robust classification via MOM minimization ⋮ Density estimation with contamination: minimax rates and theory of adaptation ⋮ Generalized resilience and robust statistics

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