Robust Estimation of the Mean with Bounded Relative Standard Deviation
From MaRDI portal
Publication:5117933
DOI10.1007/978-3-030-43465-6_13OpenAlexW3021408018MaRDI QIDQ5117933FDOQ5117933
Authors: Mark Huber
Publication date: 26 August 2020
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.05386
Cites Work
- Robust Estimation of a Location Parameter
- Challenging the empirical mean and empirical variance: a deviation study
- A random polynomial-time algorithm for approximating the volume of convex bodies
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- Monte-Carlo algorithms for the planar multiterminal network reliability problem
- Approximation algorithms for the normalizing constant of Gibbs distributions
- An optimal (ϵ,δ)‐randomized approximation scheme for the mean of random variables with bounded relative variance
Cited In (4)
- Robust estimation of the mean with bounded relative standard deviation
- Tail mean and related robust solution concepts
- A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
- Absolute Bounds on the Mean and Standard Deviation of Transformed Data for Constant-Sign-Derivative Transformations
This page was built for publication: Robust Estimation of the Mean with Bounded Relative Standard Deviation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5117933)