M-estimator
= M-estimator
{c}
{wiki}
An M-estimator minimizes an empirical objective $\sum_i\rho(x_i,\theta)$ or, when differentiable, solves an estimating equation $\sum_i\psi(x_i,\theta)=0$.
= M-estimator
{c}
{wiki}
An M-estimator minimizes an empirical objective $\sum_i\rho(x_i,\theta)$ or, when differentiable, solves an estimating equation $\sum_i\psi(x_i,\theta)=0$.