On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators

Published 2017 View Full Article

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Title
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
Authors
Keywords
High-dimensional inference, Random matrix theory, Concentration of measure, Proximal mapping, Regression M-estimates, Robust regression, Primary 60F99, Secondary 62E20
Journal
PROBABILITY THEORY AND RELATED FIELDS
Volume 170, Issue 1-2, Pages 95-175
Publisher
Springer Nature
Online
2017-01-27
DOI
10.1007/s00440-016-0754-9
References
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