| Full text | |
| Author(s): |
Joly, Emilien
;
Lugosi, Gabor
;
Oliveira, Roberto Imbuzeiro
Total Authors: 3
|
| Document type: | Journal article |
| Source: | ELECTRONIC JOURNAL OF STATISTICS; v. 11, n. 1, p. 440-451, 2017. |
| Web of Science Citations: | 3 |
| Abstract | |
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. (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 |