Trans-RR improves asymptotic estimation error in moderate-dimensional ridge-regularized robust regression by transferring a source-study estimator and applying a target-study correction.
Applying Lemma S.2 we have ∥bδ− eδi∥ ≤ 1 τ ∥Ri∥
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Transfer Learning for Moderate-Dimensional Ridge-Regularized Robust Linear Regression
Trans-RR improves asymptotic estimation error in moderate-dimensional ridge-regularized robust regression by transferring a source-study estimator and applying a target-study correction.