Optimal sub-Gaussian mean estimation in R
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Publication:6943479
Cited in
(7)- Accelerated convergence of error quantiles using robust randomized quasi Monte Carlo methods
- Trimmed sample means for robust uniform mean estimation and regression
- On deviation probabilities in non-parametric regression with heavy-tailed noise
- Tight bounds for local Glivenko-Cantelli
- Adaptive robust confidence intervals
- Attainability of two-point testing rates for finite-sample location estimation
- Winsorized mean estimation with heavy tails and adversarial contamination
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