A New Perspective on Robust $M$-Estimation: Finite Sample Theory and
Applications to Dependence-Adjusted Multiple Testing

A New Perspective on Robust $M$ -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing

15 November 2017

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Papers citing "A New Perspective on Robust $M$-Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing"

14 / 14 papers shown

Title
Confidence Sets under Generalized Self-Concordance Lang Liu Zaïd Harchaoui 51 1 0 31 Dec 2022
Robust Estimation and Inference for Expected Shortfall Regression with Many Regressors Xuming He Kean Ming Tan Wen-Xin Zhou 51 8 0 11 Dec 2022
Concentration study of M-estimators using the influence function Timothée Mathieu 75 8 0 09 Apr 2021
Matrix optimization based Euclidean embedding with outliers Qian Zhang Xinyuan Zhao Chao Ding 77 2 0 23 Dec 2020
Online and Distribution-Free Robustness: Regression and Contextual Bandits with Huber Contamination Sitan Chen Frederic Koehler Ankur Moitra Morris Yau 78 35 0 08 Oct 2020
Online Robust Regression via SGD on the l1 loss Scott Pesme Nicolas Flammarion FedML 70 33 0 01 Jul 2020
Distributed High-dimensional Regression Under a Quantile Loss Function Xi Chen Weidong Liu Xiaojun Mao Zhuoyi Yang 72 72 0 13 Jun 2019
Robust high dimensional learning for Lipschitz and convex losses Geoffrey Chinot Guillaume Lecué M. Lerasle 55 18 0 10 May 2019
Robust Inference via Multiplier Bootstrap Xi Chen Wen-Xin Zhou 65 32 0 18 Mar 2019
Finite Time Analysis of Vector Autoregressive Models under Linear Restrictions Yao Zheng Guang Cheng 70 13 0 26 Nov 2018
User-Friendly Covariance Estimation for Heavy-Tailed Distributions Y. Ke Stanislav Minsker Zhao Ren Qiang Sun Wen-Xin Zhou 107 57 0 05 Nov 2018
Robust Inference Under Heteroskedasticity via the Hadamard Estimator Yan Sun Weijie J. Su Yachong Yang Zhixiang Zhang 43 7 0 01 Jul 2018
Robust Estimation via Robust Gradient Estimation Adarsh Prasad A. Suggala Sivaraman Balakrishnan Pradeep Ravikumar 103 222 0 19 Feb 2018
Adaptive Huber Regression Qiang Sun Wen-Xin Zhou Jianqing Fan 188 281 0 21 Jun 2017