A generalized Catoni’s M-estimator under finite α-th moment assumption with α∈(1,2)
Work
Year: 2021
Type: article
Abstract: We generalize Catoni's M-estimator, put forward in [3] by Catoni under finite variance assumption, to the case in which distributions can have finite α-th moment with α∈(1,2). Our approach, inspired b... more
Source: Electronic Journal of Statistics
Authors Peng Chen, Xinghu Jin, Li Xiang, Lihu Xu
Institutions Nanjing University of Aeronautics and Astronautics, Zhuhai Institute of Advanced Technology, University of Macau
Cites: 13
Cited by: 9
Related to: 10
FWCI: 1.127
Citation percentile (by year/subfield): 85.67
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675