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Adaptive Huber Regression

Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust estimation and inference. The key observation is that the robustifica...

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Bibliografiske detaljer
Udgivet i:J Am Stat Assoc
Main Authors: Sun, Qiang, Zhou, Wen-Xin, Fan, Jianqing
Format: Artigo
Sprog:Inglês
Udgivet: 2019
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7603940/
https://ncbi.nlm.nih.gov/pubmed/33139964
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2018.1543124
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