dc.contributor.author
Lugosi, Gábor
dc.contributor.author
Mendelson, Shahar
dc.date.accessioned
2025-12-06T17:27:44Z
dc.date.available
2025-12-06T17:27:44Z
dc.date.issued
2025-12-02T13:57:27Z
dc.date.issued
2025-12-02T13:57:27Z
dc.date.issued
2025-12-02T13:57:27Z
dc.identifier
Lugosi G, Mendelson S. Sub-Gaussian estimators of the mean of a random vector. The Annals of Statistics. 2019;47(2):783-94. DOI: 10.1214/17-AOS1639
dc.identifier
http://hdl.handle.net/10230/72103
dc.identifier
http://dx.doi.org/10.1214/17-AOS1639
dc.identifier.uri
https://hdl.handle.net/10230/72103
dc.description.abstract
We study the problem of estimating the mean of a random vector X given a sample of N independent, identically distributed points. We introduce a new estimator that achieves a purely sub-Gaussian performance under the only condition that the second moment of X exists. The estimator is based on a novel concept of a multivariate median.
dc.description.abstract
Supported by the Spanish Ministry of Economy and Competitiveness Grant MTM2015-67304-P and FEDER, EU.
dc.format
application/pdf
dc.format
application/pdf
dc.publisher
Institute of Mathematical Statistics
dc.relation
The Annals of Statistics. 2019;47(2):783-794
dc.relation
info:eu-repo/grantAgreement/ES/1PE/MTM2015-67304-P
dc.rights
© Institute of Mathematical Statistics, 2019
dc.rights
info:eu-repo/semantics/openAccess
dc.subject
Mean estimation
dc.subject
Robust estimation
dc.subject
Sub-Gaussian inequalities
dc.title
Sub-Gaussian estimators of the mean of a random vector
dc.type
info:eu-repo/semantics/article
dc.type
info:eu-repo/semantics/publishedVersion
