Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions

Mathematics

• Lasso 90%
• Tail 82%
• High-dimensional 75%
• Regression 70%
• Symmetry 63%
• Least Absolute Deviation 41%
• Optimal Rates 37%
• Quantile Regression 35%
• Moment 21%
• Quadratic Loss 20%
• Concentration Inequalities 20%
• Descent Algorithm 19%
• Gradient Descent 19%
• Gradient Algorithm 18%
• Quantile Function 18%
• Robust Estimators 17%
• Consistent Estimator 17%
• Regression Function 15%
• Dimensionality 15%
• Estimate 14%
• Composite 13%
• Sample Size 11%
• Sufficient 11%
• Simulation Study 10%
• Iteration 10%
• Demonstrate 9%
• Estimator 9%
• Performance 9%

Business & Economics

• Symmetry 100%
• Quantile Regression 57%
• Hub 30%
• Deviation 25%
• Estimator 24%
• Robust Estimators 21%
• Sample Size 21%
• Dimensionality 17%
• Gradient 16%
• Finite Sample 16%
• Quantile 15%
• Median 15%
• Simulation Study 14%
• Performance 5%