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Catoni-style confidence sequences for heavy-tailed mean estimation - MaRDI portal

Catoni-style confidence sequences for heavy-tailed mean estimation (Q6171648)

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scientific article; zbMATH DE number 7726169
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English
Catoni-style confidence sequences for heavy-tailed mean estimation
scientific article; zbMATH DE number 7726169

    Statements

    title
    Catoni-style confidence sequences for heavy-tailed mean estimation (English)
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    author
    Hong-Jian Wang
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    Aaditya Ramdas
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    publication date
    14 August 2023
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    zbMATH Keywords
    confidence sequences
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    supermartingales
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    sequential analysis
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    law of the iterated logarithm
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    heavy-tailed distributions
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    Identifiers

    arXiv ID
    2202.01250
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    zbMATH DE Number
    7726169
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    OpenAlex ID
    W4380149598
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