“…Under the moment hypothesis for unbounded sampling, theoretical analysis for least squares regression has been well studied with various techniques in an extensive literature (see Cai, 2013;Cai & Wang, 2013;Chu & Sun, 2013;Guo, Wang, & Ye, 2018;Guo & Ye, 2016;Guo & Wang, 2011;Guo & Zhou, 2013;He, 2014;He, Chen, & Li, 2014;Lv & Feng, 2012;Nie & Wang, 2016;Wang & Guo, 2012;Wang & Zhou, 2011). However, the results about regression induced by nonquadratic loss functions are very sparse.…”