Statistical Robustness of Interval CVaR Based Regression Models under Perturbation and Contamination
arXiv:2601.11420v1 Announce Type: cross Abstract: Robustness under perturbation and contamination is a prominent issue in statistical learning. We address the robust nonlinear regression based on the so-called interval conditional value-at-risk (In-CVaR), which is introduced to enhance robustness by trimming extreme losses. While recent literature shows that the In-CVaR based statistical learning exhibits superior robustness performance than classical robust regression models, its theoretical robustness analysis for nonlinear regression remains largely unexplored. We rigorously quantify robustness under contamination, with a […]