On the estimation of the mean of a random vector
On the estimation of the mean of a random vector
Citació
- Joly E, Lugosi G, Imbuzeiro Oliveira R. On the estimation of the mean of a random vector. Electron J Stat. 2017;11(1):440-51. DOI: 10.1214/17-EJS1228
Enllaç permanent
Descripció
Resum
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.Col·leccions
Mostra el registre complet