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Quantify and characterize the efficiency gap induced by convex-loss restriction for non-log-concave errors
Sourced from the work of Oliver Y. Feng, Yu-Chun Kao, Min Xu, Richard J. Samworth
§ Problem Statement
§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Optimal Convex $M$-Estimation via Score Matching
Oliver Y. Feng, Yu-Chun Kao, Min Xu, Richard J. Samworth (2024)
Annals of Statistics (to appear)
📍 Section 5 (Discussion), paragraph beginning “A particularly interesting question concerns the magnitude of $\eta_f$…”, p. 19
Source paper where this problem appears.