26-023/III - Barron-Loss Adaptive Estimation
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AuthorsRamon F. A. de Punder, University of Amsterdam; Mathijs R. G. Dijkstra, University of Amsterdam; Cees G. H. Diks, University of Amsterdam
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Publication dateMay 19, 2026
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KeywordsRobust statistics, Score-driven models, Local Divergences, Consistent scoring functions, Online Z-Estimation