Most of the asymptotic analysis in the proportional regime rely on Gaussianity on the covariates. In our new work High-dimensional robust regression under heavy-tailed data: Asymptotics and Universality with Urte Adomaityte, Leonardo Defilippis and Gabriele Sicuro we provide an asymptotic analysis for generalised linear models trained on heavy-tailed covariates. In particular, we investigate the impact of heavy-tailed contamination to robust M-estimators! Check it out!