Excess risk bounds in robust empirical risk minimization

DOI10.1093/imaiai/iaab004zbMath1483.91059arXiv1910.07485OpenAlexW3177759435MaRDI QIDQ5033279

Stanislav Minsker, Timothée Mathieu

Publication date: 22 February 2022

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.07485

zbMATH Keywords

classificationregressionrobust estimationexcess riskmedian-of-means

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Risk models (general) (91B05)

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