On least squares estimation under heteroscedastic and heavy-tailed errors. Kuchibhotla, A. K & Patra, R. K The Annals of Statistics, 50(1):277–302, Institute of Mathematical Statistics, 2022.
bibtex   
@article{kuchibhotla2022least,
  title={On least squares estimation under heteroscedastic and heavy-tailed errors},
  author={Kuchibhotla, Arun K and Patra, Rohit K},
  journal={The Annals of Statistics},
  volume={50},
  number={1},
  pages={277--302},
  year={2022},
  publisher={Institute of Mathematical Statistics}
}

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