| Full text | |
| Author(s): |
Devroye, Luc
;
Lerasle, Matthieu
;
Lugosi, Gabor
;
Olivetra, Roberto I.
Total Authors: 4
|
| Document type: | Journal article |
| Source: | ANNALS OF STATISTICS; v. 44, n. 6, p. 2695-2725, DEC 2016. |
| Web of Science Citations: | 6 |
| Abstract | |
We discuss the possibilities and limitations of estimating the mean of a real-valued random variable from independent and identically distributed observations from a nonasymptotic point of view. In particular, we define estimators with a sub-Gaussian behavior even for certain heavy-tailed distributions. We also prove various impossibility results for mean estimators. (AU) | |
| FAPESP's process: | 13/07699-0 - Research, Innovation and Dissemination Center for Neuromathematics - NeuroMat |
| Grantee: | Oswaldo Baffa Filho |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |