Huber M-estimator

The Huber M-estimator is a statistical tool used to find a central value (like an average) in data while being robust to outliers or unusual points. Unlike standard methods that can be heavily influenced by extreme values, the Huber estimator treats small differences normally but limits the impact of large deviations. This way, it balances sensitivity to typical data and resistance to anomalies, providing a reliable estimate of the true central tendency even when the data contains some irregular or extreme observations.