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We study the behavior of high-dimensional robust regression estimators in the asymptotic regime where $p/n$ tends to a finite non-zero limit.
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Asymptotic behavior of M M -estimators of p p regression parameters when p 2 / n p^{2}/n is large. I. Consistency
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Convex Optimization in Signal Processing and Communications , chapter Gradient-Based Algorithms with Applications in Signal Recovery Problems, pp. 33–88
Beck · 2010
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