Pages that link to "Item:Q2329044"

The following pages link to Mean estimation and regression under heavy-tailed distributions: A survey (Q2329044):

Displaying 26 items.

• Nearly optimal robust mean estimation via empirical characteristic function (Q2040110) (← links)
• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• K-bMOM: A robust Lloyd-type clustering algorithm based on bootstrap median-of-means (Q2072412) (← 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)
• Robust and efficient mean estimation: an approach based on the properties of self-normalized sums (Q2074319) (← links)
• On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
• Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
• Consistency of invariance-based randomization tests (Q2091850) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• On the measure of anchored Gaussian simplices, with applications to multivariate medians (Q2137003) (← links)
• Concentration study of M-estimators using the influence function (Q2154967) (← links)
• Robust multivariate mean estimation: the optimality of trimmed mean (Q2656601) (← links)
• Posterior concentration and fast convergence rates for generalized Bayesian learning (Q2666765) (← links)
• An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations (Q5044660) (← links)
• (Q5053191) (← links)
• Recovery of Sobolev functions restricted to iid sampling (Q5103756) (← links)
• Learning in Repeated Auctions (Q5863991) (← links)
• Non-asymptotic analysis and inference for an outlyingness induced winsorized mean (Q6089298) (← links)
• Topics in robust statistical learning (Q6124899) (← links)
• Robustifying Markowitz (Q6150519) (← links)
• Robust tests for scatter separability beyond Gaussianity (Q6166907) (← links)
• Catoni-style confidence sequences for heavy-tailed mean estimation (Q6171648) (← links)
• Robust supervised learning with coordinate gradient descent (Q6172182) (← links)
• Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle (Q6186442) (← links)
• Mean estimation in high dimension (Q6200221) (← links)