Robust Estimation of the Mean with Bounded Relative Standard Deviation

DOI10.1007/978-3-030-43465-6_13OpenAlexW3021408018MaRDI QIDQ5117933

Mark L. Huber

Publication date: 26 August 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.05386

zbMATH Keywords

Monte Carlorobust estimationM-estimator

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (1)

A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)

Cites Work

• Monte-Carlo algorithms for the planar multiterminal network reliability problem
• Challenging the empirical mean and empirical variance: a deviation study
• Approximation algorithms for the normalizing constant of Gibbs distributions
• A random polynomial-time algorithm for approximating the volume of convex bodies
• An optimal (ϵ,δ)‐randomized approximation scheme for the mean of random variables with bounded relative variance
• Robust Estimation of a Location Parameter
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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