Asymptotic normality of robust $M$ -estimators with convex penalty

8 July 2021

Papers citing "Asymptotic normality of robust $M$-estimators with convex penalty"

7 / 7 papers shown

Title
Error estimation and adaptive tuning for unregularized robust M-estimator Pierre C. Bellec Takuya Koriyama 38 1 0 20 Dec 2023
High-dimensional robust regression under heavy-tailed data: Asymptotics and Universality Sining Chen Leonardo Defilippis Bruno Loureiro G. Sicuro 26 10 0 28 Sep 2023
Asymptotic Characterisation of Robust Empirical Risk Minimisation Performance in the Presence of Outliers Matteo Vilucchio Emanuele Troiani Vittorio Erba Florent Krzakala 24 1 0 30 May 2023
Observable adjustments in single-index models for regularized M-estimators Pierre C. Bellec 38 10 0 14 Apr 2022
Out-of-sample error estimate for robust M-estimators with convex penalty Pierre C. Bellec 29 17 0 26 Aug 2020
The Lasso with general Gaussian designs with applications to hypothesis testing Michael Celentano Andrea Montanari Yuting Wei 49 63 0 27 Jul 2020
Hypothesis Testing in High-Dimensional Regression under the Gaussian Random Design Model: Asymptotic Theory Adel Javanmard Andrea Montanari 120 160 0 17 Jan 2013