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On robust regression with high-dimensional predictors
We study regression M-estimates in the setting where p, the number of covariates, and n, the number of observations, are both large, but [Image: see text]. We find an exact stochastic representation for the distribution of [Image: see text] at fixed p and n under various assumptions on the objective...
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| Hauptverfasser: | , , , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
National Academy of Sciences
2013
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3767561/ https://ncbi.nlm.nih.gov/pubmed/23954908 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1307842110 |
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