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On Catoni's M-Estimation by Li, Pengtao; Wang, Hanchao is a scholarly article available to read on EtoBox.

What is On Catoni's M-Estimation about?

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.

Author

Li, Pengtao; Wang, Hanchao

Published

2022

Language

EN