{"paper":{"title":"Robust Inference for High-dimensional Linear Models with Heavy-tailed Errors via Partial Gini Covariance","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["math.ST","stat.TH"],"primary_cat":"stat.ME","authors_text":"Lan Wang, Songshan Yang, Yilin Zhang, Yunan Wu","submitted_at":"2024-11-19T15:43:36Z","abstract_excerpt":"This paper introduces the partial Gini covariance, a novel dependence measure that addresses the challenges of high-dimensional inference with heavy-tailed errors, often encountered in fields like finance, insurance, climate, and biology. Conventional high-dimensional regression inference methods suffer from inaccurate type I errors and reduced power in heavy-tailed contexts, limiting their effectiveness. Our proposed approach leverages the partial Gini covariance to construct a robust statistical inference framework that requires minimal tuning and does not impose restrictive moment condition"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2411.12578","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2411.12578/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}