R/adaHuber-package.R

In adaHuber: Adaptive Huber Estimation and Regression

#' @docType package
#' @name adaHuber-package
#' @title adaHuber: Adaptive Huber Estimation and Regression
#' @description Huber-type robust estimation for mean, covariance and (penalized) regression.
#' @author Xiaoou Pan <xip024@ucsd.edu> and Wen-Xin Zhou <wez243@ucsd.edu>
#' @references Ke, Y., Minsker, S., Ren, Z., Sun, Q. and Zhou, W.-X. (2019). User-friendly covariance estimation for heavy-tailed distributions. Statis. Sci., 34, 454-471.
#' @references Pan, X., Sun, Q. and Zhou, W.-X. (2021). Iteratively reweighted l1-penalized robust regression. Electron. J. Stat., 15, 3287-3348.
#' @references Sun, Q., Zhou, W.-X. and Fan, J. (2020). Adaptive Huber regression. J. Amer. Stat. Assoc., 115, 254-265.
#' @references Wang, L., Zheng, C., Zhou, W. and Zhou, W.-X. (2021). A new principle for tuning-free Huber regression. Stat. Sinica, 31, 2153-2177.
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