A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
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Publication:2074299
DOI10.1214/21-EJS1911zbMath1493.62159arXiv2010.05008OpenAlexW4206709659WikidataQ114599189 ScholiaQ114599189MaRDI QIDQ2074299
Peng Chen, Xinghu Jin, Lihu Xu, Xiang Li
Publication date: 9 February 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.05008
Related Items (3)
Catoni-style confidence sequences for heavy-tailed mean estimation ⋮ Robust supervised learning with coordinate gradient descent ⋮ Asymptotic normality and confidence region for Catoni's Z estimator
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