Robust sub-Gaussian estimation of a mean vector in nearly linear time
From MaRDI portal
Publication:2119240
DOI10.1214/21-AOS2118zbMath1486.62077arXiv1906.03058MaRDI QIDQ2119240
Guillaume Lecué, Jules Depersin
Publication date: 23 March 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.03058
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)
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