Robust Inference via Multiplier Bootstrap

18 March 2019

Papers citing "Robust Inference via Multiplier Bootstrap"

17 / 17 papers shown

Title
Sparse Linear Regression when Noises and Covariates are Heavy-Tailed and Contaminated by Outliers Takeyuki Sasai Hironori Fujisawa 135 0 0 02 Aug 2024
Estimation of sparse linear regression coefficients under $L$ -subexponential covariates Takeyuki Sasai 85 0 0 24 Apr 2023
Confidence Sets under Generalized Self-Concordance Lang Liu Zaïd Harchaoui 51 1 0 31 Dec 2022
On approximate robust confidence distributions Elena Bortolato L. Ventura 35 3 0 19 Dec 2022
Robust Estimation and Inference for Expected Shortfall Regression with Many Regressors Xuming He Kean Ming Tan Wen-Xin Zhou 48 8 0 11 Dec 2022
Robust High-dimensional Tuning Free Multiple Testing Jianqing Fan Zhipeng Lou Mengxin Yu 86 1 0 22 Nov 2022
Outlier Robust and Sparse Estimation of Linear Regression Coefficients Takeyuki Sasai Hironori Fujisawa 89 4 0 24 Aug 2022
Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates Takeyuki Sasai 75 4 0 15 Jun 2022
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective Weichen Wang Ran An Ziwei Zhu 55 2 0 04 Oct 2021
Adversarial robust weighted Huber regression Takeyuki Sasai Hironori Fujisawa 51 0 0 22 Feb 2021
Smoothed Quantile Regression with Large-Scale Inference Xuming He Xiaoou Pan Kean Ming Tan Wen-Xin Zhou 56 94 0 09 Dec 2020
Asymptotics of the Empirical Bootstrap Method Beyond Asymptotic Normality Morgane Austern Vasilis Syrgkanis 81 4 0 23 Nov 2020
Adversarial Robust Low Rank Matrix Estimation: Compressed Sensing and Matrix Completion Takeyuki Sasai Hironori Fujisawa 118 0 0 25 Oct 2020
Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap Yunyi Zhang D. Politis 38 12 0 17 Sep 2020
Large-dimensional Central Limit Theorem with Fourth-moment Error Bounds on Convex Sets and Balls Xiao Fang Yuta Koike 88 10 0 01 Sep 2020
Bootstrapping Upper Confidence Bound Botao Hao Yasin Abbasi-Yadkori Zheng Wen Guang Cheng 92 55 0 12 Jun 2019
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