Pages that link to "Item:Q1930659"

The following pages link to Challenging the empirical mean and empirical variance: a deviation study (Q1930659):

Displaying 50 items.

• Geometric median and robust estimation in Banach spaces (Q122792) (← links)
• Robust inference of risks of large portfolios (Q308377) (← links)
• Robust estimation of \(U\)-statistics (Q335650) (← links)
• Robust linear least squares regression (Q661182) (← links)
• A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
• Empirical risk minimization for heavy-tailed losses (Q892246) (← links)
• Simpler PAC-Bayesian bounds for hostile data (Q1640576) (← links)
• Robust regression using biased objectives (Q1698865) (← links)
• Sub-Gaussian estimators of the mean of a random vector (Q1731055) (← links)
• Robust covariance estimation for approximate factor models (Q1739628) (← links)
• Robust dimension-free Gram operator estimates (Q1750105) (← links)
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
• Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680) (← links)
• Faster estimates of the mean of bounded random variables (Q1997563) (← links)
• Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Nearly optimal robust mean estimation via empirical characteristic function (Q2040110) (← links)
• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence (Q2073208) (← links)
• A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\) (Q2074299) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• Robust and efficient mean estimation: an approach based on the properties of self-normalized sums (Q2074319) (← links)
• Distributed adaptive Huber regression (Q2076119) (← links)
• Consistency of invariance-based randomization tests (Q2091850) (← links)
• Functional linear regression with Huber loss (Q2099272) (← links)
• New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
• High dimensional generalized linear models for temporal dependent data (Q2108473) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• Robust sub-Gaussian estimation of a mean vector in nearly linear time (Q2119240) (← links)
• Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
• The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data (Q2154953) (← links)
• Concentration study of M-estimators using the influence function (Q2154967) (← links)
• Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms (Q2159256) (← links)
• Robust statistical learning with Lipschitz and convex loss functions (Q2174664) (← links)
• Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
• Mean estimation with sub-Gaussian rates in polynomial time (Q2196216) (← links)
• Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence (Q2196239) (← links)
• Robust inference via multiplier bootstrap (Q2196240) (← links)
• Robust classification via MOM minimization (Q2203337) (← links)
• Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
• Distributed statistical estimation and rates of convergence in normal approximation (Q2283576) (← links)
• Algorithms of robust stochastic optimization based on mirror descent method (Q2289049) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Optimal confidence for Monte Carlo integration of smooth functions (Q2305562) (← links)
• Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
• Efficient learning with robust gradient descent (Q2320583) (← links)
• Mean estimation and regression under heavy-tailed distributions: A survey (Q2329044) (← links)
• Near-optimal mean estimators with respect to general norms (Q2334371) (← links)
• Large covariance estimation through elliptical factor models (Q2413594) (← links)