On the M-Estimator under Third Moment Condition
Estimating the expected value of a random variable by data-driven methods is one of the most fundamental problems in statistics. In this study, we present an extension of Olivier Catoni’s classical M-estimators of the empirical mean, which focus on the heavy-tailed data by imposing more precise ineq...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-05-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/10/1713 |