On the M-Estimator under Third Moment Condition
On the M-Estimator under Third Moment Condition
Estimating the expected value of a random variable by data-driven methods is one of the most fundamental problems in statistics. In this study, we present an extension of Olivier Catoniās classical M-estimators of the empirical mean, which focus on the heavy-tailed data by imposing more precise inequalities on exponential moments ā¦