Questions tagged [m-estimation]

I am trying to show that the median is a M-estimator, and the definition is $t$ is an M-estimator if there exist a function $\psi$ such that $$ t=\arg\min_s\mathbb{E}(\psi(s,X))\qquad(1)$$ so for empirical median it is known that $\psi(s,X)=|X-s|$…