Redescending M-estimator

In statistics, Redescending M-estimators are Ψ-type M-estimators which have ψ functions that are non-decreasing near the origin, but decreasing toward 0 far from the origin. ^[1]

5 relations: Cauchy distribution, Huber loss, M-estimator, Robust statistics, Statistics.

Cauchy distribution

The Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution.

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Huber loss

In statistics, the Huber loss is a loss function used in robust regression, that is less sensitive to outliers in data than the squared error loss.

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M-estimator

In statistics, M-estimators are a broad class of estimators, which are obtained as the minima of sums of functions of the data.

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Robust statistics

Robust statistics are statistics with good performance for data drawn from a wide range of probability distributions, especially for distributions that are not normal.

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Statistics

Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data.

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Redescending M estimator, Redescending M estimators, Redescending m-estimator.

References

[1] https://en.wikipedia.org/wiki/Redescending_M-estimator

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