Work

Asymptotics for high dimensional regression M-estimates: fixed design results

Year: 2018

Type: article

Source: Probability Theory and Related Fields

DOI: 10.1007/s00440-017-0824-7

Authors: Lihua Lei, Peter J. Bickel, Noureddine El Karoui

Institutions: University of California, Berkeley, Criteo (France)

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Science Foundation, Directorate for Mathematical and Physical Sciences

Awards: G4355905763, G5165869130, FRG: Collaborative Research: Unified statistical theory for the analysis and discovery of complex networks, High-dimensional M-estimation: Understanding risk, improving performance and assessing resampling

OpenAlex ID: W2737845155

FWCI: 3.47

Cites: 66

Cited by: 27

Related to: 10