ROBUST MULTIVARIATE MEAN ESTIMATION: THE OPTIMALITY OF TRIMMED MEAN
成果类型：
Article
署名作者：
Lugosi, Gabor; Mendelson, Shahar
署名单位：
ICREA; Pompeu Fabra University; Australian National University
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/20-AOS1961
发表日期：
2021
页码：
393-410
关键词：
摘要：
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.