High Quality Content by WIKIPEDIA articles! In statistics, M-estimators are a broad class of estimators, which are obtained as the minima of sums of functions of the data. Least-squares estimators and many maximum-likelihood estimators are M-estimators. The definition of M-estimators was motivated by robust statistics, which contributed new types of M-estimators. The statistical procedure of evaluating an M-estimator on a data set is called M-estimation.