2026-04-13T02:37:47Zhttps://recercat.cat/oai/request

oai:recercat.cat:10230/721032025-12-06T17:27:44Zcom_2072_6col_2072_452952

00925njm 22002777a 4500 dc Lugosi, Gábor author Mendelson, Shahar author 2025-12-02T13:57:27Z 2025-12-02T13:57:27Z 2019 2025-12-02T13:57:27Z We study the problem of estimating the mean of a random vector X given a sample of N independent, identically distributed points. We introduce a new estimator that achieves a purely sub-Gaussian performance under the only condition that the second moment of X exists. The estimator is based on a novel concept of a multivariate median. Supported by the Spanish Ministry of Economy and Competitiveness Grant MTM2015-67304-P and FEDER, EU. http://hdl.handle.net/10230/72103 Mean estimation Robust estimation Sub-Gaussian inequalities Sub-Gaussian estimators of the mean of a random vector