Huber location estimator
= Huber location estimator
{c}
The Huber location estimator solves $\sum_i\psi_k(x_i-\theta)=0$, where $\psi_k$ clips its argument to $[-k,k]$.
= Huber location estimator
{c}
The Huber location estimator solves $\sum_i\psi_k(x_i-\theta)=0$, where $\psi_k$ clips its argument to $[-k,k]$.