A statistical learning assessment of Huber regression

DOI10.1016/j.jat.2021.105660zbMath1504.62092arXiv2009.12755OpenAlexW3209695977MaRDI QIDQ2054280

Qiang Wu, Yun-Long Feng

Publication date: 1 December 2021

Published in: Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.12755

zbMATH Keywords

convergence ratesrobustnesslearning theoryweak moment conditionHuber regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Learning and adaptive systems in artificial intelligence (68T05)

Related Items

Learning theory of minimum error entropy under weak moment conditions ⋮ Nonasymptotic analysis of robust regression with modified Huber's loss ⋮ Functional linear regression with Huber loss

Uses Software

• robustbase

Cites Work

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