On robust regression with high-dimensional predictors

Proceedings of the National Academy of Sciences of the United States of America

Volumn 110, Issue 36, 2013, Pages 14557-14562

  El Karoui, Noureddine ^a   Bean, Derek ^a   Bickel, Peter J ^a   Lim, Chinghway ^b   Yu, Bin ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Concentration of measure; High dimensional statistics; Prox function

Indexed keywords

ANALYSIS OF VARIANCE; ANALYTICAL ERROR; ARTICLE; NONLINEAR SYSTEM; NORMAL DISTRIBUTION; PARTIAL LEAST SQUARES REGRESSION; PRIORITY JOURNAL; STATISTICAL MODEL; ALGORITHM; COMPUTER SIMULATION; REGRESSION ANALYSIS; STATISTICS;

ALGORITHMS; COMPUTER SIMULATION; LEAST-SQUARES ANALYSIS; LINEAR MODELS; STOCHASTIC PROCESSES;

EID: 84883347587     PISSN: 00278424     EISSN: 10916490     Source Type: Journal    
DOI: 10.1073/pnas.1307842110     Document Type: Article

References (11)

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