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...
| Huvudupphovsmän: | , , |
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| Materialtyp: | Artikel |
| Språk: | English |
| Publicerad: |
MDPI AG
2022-05-01
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| Serie: | Mathematics |
| Ämnen: | |
| Länkar: | https://www.mdpi.com/2227-7390/10/10/1713 |