Recent content by jyanto

  1. J

    How to calculate Huber Estimator

    Hi, I would like to understand how to compute the Huber estimator. As I read, the objective function of Huber estimator is minimizing $\rho (x_i - \theta)$, where the $\rho (t) = 1/2 t^2$ when $|t| < k$ and $\rho (t) = k|t| - 1/2 k^2$ when $|t| > k$. Anyone know how to compute this...