Concentration study of M-estimators using the influence function

DOI10.1214/22-EJS2030zbMath1493.62146arXiv2104.04416MaRDI QIDQ2154967

Timothée Mathieu

Publication date: 15 July 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.04416

zbMATH Keywords

robust statisticsconcentration inequalitiesmean estimation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (1)

Topics in robust statistical learning

Cites Work

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