Huber's M-estimator

GPTKB entity

Statements (20)
Predicate Object
gptkbp:instanceOf gptkb:statistician
gptkbp:appliesTo statistical analysis
mean estimation
gptkbp:generalizes least absolute deviations estimator
least squares estimator
gptkbp:hasProperty computationally efficient
asymptotically normal
breakdown point higher than mean
gptkbp:hasSpecialCase M-estimator
https://www.w3.org/2000/01/rdf-schema#label Huber's M-estimator
gptkbp:introducedIn 1964
gptkbp:isRobustTo outliers
gptkbp:namedAfter gptkb:Peter_J._Huber
gptkbp:parameter tuning constant
gptkbp:publishedIn gptkb:Annals_of_Mathematical_Statistics
gptkbp:reduces Huber loss function
gptkbp:usedFor robust statistics
location parameter estimation
gptkbp:bfsParent gptkb:Peter_Huber
gptkbp:bfsLayer 7