67 citations · 79 across the 10 of their papers we have counts for
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math.ST2015
On Bayesian robust regression with diverging number of predictors
Daniel Nevo, Ya'acov Ritov
This paper concerns the robust regression model when the number of predictors and the number of observations grow in a similar rate. Theory for M-estimators in this regime has been…
stat.ME2015★ 3 cited
Identifying a minimal class of models for high-dimensional data
Daniel Nevo, Ya'acov Ritov
Model selection consistency in the high-dimensional regression setting can be achieved only if strong assumptions are fulfilled. We therefore suggest to pursue a different goal, wh…