Asymptotic normality of robust $M$ -estimators with convex penalty

8 July 2021

Papers citing "Asymptotic normality of robust $M$-estimators with convex penalty"

5 / 5 papers shown

Title
Error estimation and adaptive tuning for unregularized robust M-estimator Pierre C. Bellec Takuya Koriyama 71 1 0 20 Dec 2023
High-dimensional robust regression under heavy-tailed data: Asymptotics and Universality Sining Chen Leonardo Defilippis Bruno Loureiro G. Sicuro 64 11 0 28 Sep 2023
Asymptotic Characterisation of Robust Empirical Risk Minimisation Performance in the Presence of Outliers Matteo Vilucchio Emanuele Troiani Vittorio Erba Florent Krzakala 46 1 0 30 May 2023
Observable adjustments in single-index models for regularized M-estimators Pierre C. Bellec 64 10 0 14 Apr 2022
Out-of-sample error estimate for robust M-estimators with convex penalty Pierre C. Bellec 129 17 0 26 Aug 2020