On the estimation of the mean of a random vector
Work
Year: 2017
Type: article
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 pe... more
Source: Electronic Journal of Statistics
Institutions Instituto Nacional de Matemática Pura e Aplicada, Barcelona School of Economics, Pompeu Fabra University, Institució Catalana de Recerca i Estudis Avançats, Université Paris Nanterre
Cites: 18
Cited by: 33
Related to: 10
FWCI: 4.437
Citation percentile (by year/subfield): 84.56
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675