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Tuning free Catoni type joint robust estimation

math.ST · 2025-11-14 · unverdicted · novelty 7.0

Develops a joint Catoni-type framework that simultaneously estimates parameters and variance in heavy-tailed models via coupled equations, achieving oracle-matching non-asymptotic bounds under 2β-moment assumptions using a Poincaré-Miranda proof technique.

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  • Tuning free Catoni type joint robust estimation math.ST · 2025-11-14 · unverdicted · none · ref 47

    Develops a joint Catoni-type framework that simultaneously estimates parameters and variance in heavy-tailed models via coupled equations, achieving oracle-matching non-asymptotic bounds under 2β-moment assumptions using a Poincaré-Miranda proof technique.