Robust regression with high-dimensional predictors

April, 2012
Report Number: 
812
Authors: 
Noureddine El Karoui, Derek Bean, Peter Bickel, Chinghway Lim, Bin Yu
Abstract: 

We study regression M-estimates in the setting where p, the number of covariates, and n, the number of observations, are both largebut p<=n. This is the short version of the paper.

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