当前位置: X-MOL 学术Ann. Stat. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Robust multivariate mean estimation: The optimality of trimmed mean
Annals of Statistics ( IF 3.2 ) Pub Date : 2021-01-29 , DOI: 10.1214/20-aos1961
Gábor Lugosi , Shahar Mendelson

We consider the problem of estimating the mean of a random vector based on i.i.d. observations and adversarial contamination. We introduce a multivariate extension of the trimmed-mean estimator and show its optimal performance under minimal conditions.

中文翻译:

稳健的多元均值估计:修正均值的最优性

我们考虑基于iid观察和对抗污染来估计随机向量的均值的问题。我们引入了均值估计量的多元扩展,并显示了在最小条件下的最佳性能。
更新日期:2021-01-29
down
wechat
bug