Abstract
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.
Citation
Gábor Lugosi. Shahar Mendelson. "Robust multivariate mean estimation: The optimality of trimmed mean." Ann. Statist. 49 (1) 393 - 410, February 2021. https://doi.org/10.1214/20-AOS1961
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