Non-asymptotic analysis and inference for an outlyingness induced winsorized mean
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00362-022-01353-5.pdf
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3. Boucheron S, Lugosi G, Massart P (2013) Concentration inequalities: a nonasymptotic theory of independence. Oxford University Press, Oxford
4. Catoni O (2012) Challenging the empirical mean and empirical variance: a deviation study. Ann Inst Henri Poincaré, Prob Stat 48(4):1148–1185
5. Catoni O, Giulini I (2018) Dimension-free PAC-Bayesian bounds for the estimation of the mean of a random vector. arXiv preprint arXiv:1802.04308
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