arXiv Open Access 2022

On Catoni's M-Estimation

Pengtao Li Hanchao Wang

Lihat Sumber

Abstrak

Catoni proposed a robust M-estimator and gave the deviation inequality for one fixed test function. The present paper is devoted to the uniform concentration inequality for a family of test functions. As an application, we consider empirical risk minimization for heavy-tailed losses.

Topik & Kata Kunci

math.ST

Penulis (2)

Pengtao Li

Hanchao Wang

Format Sitasi

APA MLA BibTeX

Li, P., Wang, H. (2022). On Catoni's M-Estimation. https://arxiv.org/abs/2210.08211

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2022
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓