Timeline for Question about Huber loss when k=0 in Casella and Berger
Current License: CC BY-SA 4.0
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| Nov 9, 2021 at 6:39 | comment | added | ExcitedSnail | Thanks a lot, professor. Casella&Berger is the best book on statistical inference I have ever read of O(∩_∩)O, I was thinking about reference that is more specialized on Huber-type estimation. Will definitely check out Huber(1964). Many thanks again. | |
| Nov 9, 2021 at 1:42 | history | edited | Gordon Smyth | CC BY-SA 4.0 |
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| Nov 9, 2021 at 1:40 | comment | added | Gordon Smyth |
@T34driver You don't consider Casella & Berger or Huber (1964) to be good references? One of the Huber's books would be my first thought. There are many Huber estimators. A Google Scholar search for "Huber loss" (with quotes) brings up over 6000 publications, but they are mostly written for a specialist mathematical research audience.
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| Nov 8, 2021 at 9:40 | comment | added | ExcitedSnail | Thanks. This is very helpful! Do you have any good and detailed reference on the Huber loss or the Huber estimator? | |
| Nov 8, 2021 at 9:38 | vote | accept | ExcitedSnail | ||
| Nov 7, 2021 at 9:49 | history | answered | Gordon Smyth | CC BY-SA 4.0 |