Mean estimation in high dimension (Q6200221)
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scientific article; zbMATH DE number 7822602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean estimation in high dimension |
scientific article; zbMATH DE number 7822602 |
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Mean estimation in high dimension (English)
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22 March 2024
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Summary: In this note we discuss the statistical problem of estimating the mean of a random vector based on independent, identically distributed data. This classical problem has recently attracted a lot of attention both in mathematical statistics and in theoretical computer science and numerous intricacies have been revealed. We discuss some of the recent advances, focusing on high-dimensional aspects. For the entire collection see [Zbl 07816361].
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mean estimation
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robustness
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high-dimensional statistics
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