Adaptive Huber Regression.

Sun, Qiang; Zhou, Wen-Xin; Fan, Jianqing

Sun, Qiang; Zhou, Wen-Xin; Fan, Jianqing.

Affiliation

Sun Q; Department of Statistical Sciences, University of Toronto, Toronto, ON M5S 3G3, Canada.
Zhou WX; Department of Mathematics, University of California, San Diego, La Jolla, CA 92093.
Fan J; Honorary Professor, School of Data Science, Fudan University, Shanghai, China and Frederick L. Moore '18 Professor of Finance, Department of Operations Research and Financial Engineering, Princeton University, NJ 08544.

J Am Stat Assoc ; 115(529): 254-265, 2020.

Article de En | MEDLINE | ID: mdl-33139964

Mots clés

Adaptive Huber regression; bias and robustness tradeoff; finite-sample inference; heavy-tailed data; nonasymptotic optimality; phase transition

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Texte intégral: 1 Collection: 01-internacional Base de données: MEDLINE Type d'étude: Prognostic_studies Langue: En Journal: J Am Stat Assoc Année: 2020 Type de document: Article Pays d'affiliation: Canada

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