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math.ST2026
Berry-Esseen Bounds and Moderate Deviations for Catoni-Type Robust Estimation
Zhijun Cai, Xiang Li, Lihu Xu
A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estim…
math.ST2025
Tuning free Catoni type joint robust estimation
Xiang Li, Jun S. Liu, Qiang Sun +1
This paper develops a Catoni-type joint (tuning-free) estimation framework for parametric models with heavy-tailed noise, in which the target parameter and the unknown noise varian…