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Optimal M-estimation in high-dimensional regression
We consider, in the modern setting of high-dimensional statistics, the classic problem of optimizing the objective function in regression using M-estimates when the error distribution is assumed to be known. We propose an algorithm to compute this optimal objective function that takes into account t...
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| Autori principali: | , , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
National Academy of Sciences
2013
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3767535/ https://ncbi.nlm.nih.gov/pubmed/23954907 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1307845110 |
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