Nearly optimal robust mean estimation via empirical characteristic function
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Publication:2040110
DOI10.3150/20-BEJ1304MaRDI QIDQ2040110
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.02287
Computational methods for problems pertaining to statistics (62-08) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Characterization and structure theory of statistical distributions (62E10)
Related Items (4)
Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms ⋮ Tests for heteroskedasticity in transformation models ⋮ Mean estimation in high dimension ⋮ Monitoring procedures for strict stationarity based on the multivariate characteristic function
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