Confidence regions and minimax rates in outlier-robust estimation on the probability simplex

DOI10.1214/20-EJS1731zbMath1447.62031arXiv1902.04650MaRDI QIDQ2192314

Amir-Hossein Bateni, Arnak S. Dalalyan

Publication date: 17 August 2020

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

Full work available at URL: https://arxiv.org/abs/1902.04650

zbMATH Keywords

discrete modelsconfidence regionsrobust estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

All-in-one robust estimator of the Gaussian mean

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