Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean

DOI10.3103/S1068362320030073zbMath1452.62341MaRDI QIDQ2208713

A. G. Minasyan

Publication date: 4 November 2020

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

zbMATH Keywords

robust estimationminimax estimationexcess risk

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35) Minimax procedures in statistical decision theory (62C20) Statistics of extreme values; tail inference (62G32)

Cites Work

• A general decision theory for Huber's \(\epsilon\)-contamination model
• Robust covariance and scatter matrix estimation under Huber's contamination model
• Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean
• High-Dimensional Robust Mean Estimation in Nearly-Linear Time
• Robust Estimation of a Location Parameter
• A Robust Version of the Probability Ratio Test

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