Robust multivariate mean estimation: the optimality of trimmed mean

DOI10.1214/20-AOS1961zbMath1461.62069arXiv1907.11391OpenAlexW3126729338MaRDI QIDQ2656601

Shahar Mendelson, Gábor Lugosi

Publication date: 11 March 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.11391

zbMATH Keywords

robust estimationmean estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric robustness (62G35) General nonlinear regression (62J02) Prediction theory (aspects of stochastic processes) (60G25)

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