Robust and efficient mean estimation: an approach based on the properties of self-normalized sums

DOI10.1214/21-EJS1925zbMath1498.62029arXiv2006.01986OpenAlexW4205730746MaRDI QIDQ2074319

Stanislav Minsker, Mohamed Ndaoud

Publication date: 9 February 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.01986

zbMATH Keywords

efficiencyrobust estimationself-normalized sumssub-Gaussian deviations

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Sampling theory, sample surveys (62D05)

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Cites Work

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