Robust Estimation of the Mean with Bounded Relative Standard Deviation

DOI10.1007/978-3-030-43465-6_13OpenAlexW3021408018MaRDI QIDQ5117933FDOQ5117933

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

zbMATH Keywords

Monte Carlorobust estimationM-estimator

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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 (3)

• 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

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