Asymptotic properties on high-dimensional multivariate regression M-estimation.
Hao DingShanshan QinYuehua WuYaohua WuPublished in: J. Multivar. Anal. (2021)
Keyphrases
- asymptotic properties
- high dimensional
- multivariate regression
- regression model
- generalized linear models
- fixed point
- estimation algorithm
- linear regression
- dimensionality reduction
- accurate estimation
- low dimensional
- estimation problems
- multi dimensional
- metric space
- high dimensionality
- nearest neighbor
- estimation error
- variable selection
- density estimation
- high dimensional data
- robust estimation
- noisy data
- estimation accuracy
- microarray data
- high dimensional problems
- similarity search
- data points
- data sets