@article{outofsampleerrorestimateforrobustm,
  title = {Out-of-sample error estimate for robust M-estimators with convex penalty},
  author = {Pierre C. Bellec},
  year = {2020},
  eprint = {2008.11840},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2008.11840v5},
}