A statistical learning assessment of Huber regression

DOI10.1016/j.jat.2021.105660zbMath1504.62092arXiv2009.12755MaRDI 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 rates; robustness; learning theory; weak moment condition; Huber regression

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

68T05: Learning and adaptive systems in artificial intelligence

Uses Software

• robustbase