Mean estimation with sub-Gaussian rates in polynomial time
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Publication:2196216
DOI10.1214/19-AOS1843zbMath1454.62162arXiv1809.07425MaRDI QIDQ2196216
Publication date: 28 August 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.07425
confidence intervalssemidefinite programmingheavy tailsmultivariate estimationsub-Gaussian ratessum of squares method
Estimation in multivariate analysis (62H12) Statistics of extreme values; tail inference (62G32) Semidefinite programming (90C22) General topics in the theory of algorithms (68W01)
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