High-dimensional robust approximated M-estimators for mean regression with asymmetric data

DOI10.1016/J.JMVA.2022.105080zbMath1520.62095arXiv1910.09493WikidataQ113870423 ScholiaQ113870423MaRDI QIDQ6327615

Xiaoli Gao, Bin Luo

Publication date: 21 October 2019

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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