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Out-of-sample error estimate for robust M-estimators with convex penalty - MaRDI portal

Out-of-sample error estimate for robust M-estimators with convex penalty

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Publication:6347818

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DOI10.1093/IMAIAI/IAAD031arXiv2008.11840OpenAlexW4388193841MaRDI QIDQ6347818

Pierre C. Bellec

Publication date: 26 August 2020

Full work available at URL: https://doi.org/10.1093/imaiai/iaad031

Mathematics Subject Classification ID

Multivariate analysis (62Hxx)

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