Robust multivariate mean estimation: the optimality of trimmed mean
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Publication:2656601
DOI10.1214/20-AOS1961zbMath1461.62069arXiv1907.11391OpenAlexW3126729338MaRDI QIDQ2656601
Shahar Mendelson, Gábor Lugosi
Publication date: 11 March 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.11391
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) General nonlinear regression (62J02) Prediction theory (aspects of stochastic processes) (60G25)
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