most citedA New Perspective on Robust -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing

56 citations · 56 across the 1 of their papers we have counts for

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math.ST2017★ 56 cited

A New Perspective on Robust -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing

Wen-Xin Zhou, Koushiki Bose, Jianqing Fan +1

Heavy-tailed errors impair the accuracy of the least squares estimate, which can be spoiled by a single grossly outlying observation. As argued in the seminal work of Peter Huber i…