Near-optimal mean estimators with respect to general norms

DOI10.1007/s00440-019-00906-4zbMath1431.62234arXiv1806.06233OpenAlexW2963055759MaRDI QIDQ2334371

Gábor Lugosi, Shahar Mendelson

Publication date: 7 November 2019

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.06233

zbMATH Keywords

covariance matrixrandom vectorgeneral normmean estimator

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Functional data analysis (62R10) Nonparametric estimation (62G05)

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