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This tag is too general; please provide a more specific tag. For questions about the properties of specific estimators, use [estimators] tag instead.

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Conditions for the M-estimator to converge to the true mean

Given i.i.d. samples from a gaussian distribution $X_1,...,X_n \sim N(\mu,\sigma) $ and the M-estimator, $\mu_m = \underset{a}{\operatorname{argmin}} \sum\rho(|X_i-a|)$, what properties on $\rho$ are …
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