On the estimation of the mean of a random vector

Emilien Joly,Gábor Lugosi,Roberto Imbuzeiro Oliveira

ELECTRONIC JOURNAL OF STATISTICS（2017）

引用 17|浏览17

暂无评分

摘要

We study the problem of estimating the mean of a multivariate distribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions satisfying some mild moment assumptions.

查看译文

关键词

Point estimation,robustness and adaptive procedures,directional data,spatial statistics

AI 理解论文

溯源树

样例

生成溯源树，研究论文发展脉络

Chat Paper

正在生成论文摘要