Optimal M-estimation in high-dimensional regression

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

Volumn 110, Issue 36, 2013, Pages 14563-14568

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

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Prox function; Robust regression

Indexed keywords

ALGORITHM; ANALYTICAL ERROR; ARTICLE; LINEAR REGRESSION ANALYSIS; PREDICTOR VARIABLE; PRIORITY JOURNAL; REGRESSION ANALYSIS; STATISTICAL MODEL; VARIANCE; COMPUTER SIMULATION;

ALGORITHMS; COMPUTER SIMULATION; LIKELIHOOD FUNCTIONS; REGRESSION ANALYSIS;

EID: 84883353489     PISSN: 00278424     EISSN: 10916490     Source Type: Journal    
DOI: 10.1073/pnas.1307845110     Document Type: Article

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