High dimensional robust M-estimation: asymptotic variance via approximate message passing
Crossref DOI link: https://doi.org/10.1007/s00440-015-0675-z
Published Online: 2015-11-07
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Donoho, David
Montanari, Andrea
Text and Data Mining valid from 2015-11-07
Version of Record valid from 2015-11-07
Article History
Received: 14 November 2013
Revised: 28 May 2015
First Online: 7 November 2015