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Found 2 papers, 2 papers with code
Smoothed Quantile Regression with Large-Scale Inference
Our numerical studies confirm the conquer estimator as a practical and reliable approach to large-scale inference for quantile regression.
Statistics Theory Methodology Statistics Theory
Iteratively Reweighted $\ell_1$-Penalized Robust Regression
This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonconvex regularization.
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