2026-04-13T13:31:52Zhttps://recercat.cat/oai/request

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

Sub-Gaussian estimators of the mean of a random vector Lugosi, Gábor Mendelson, Shahar Mean estimation Robust estimation Sub-Gaussian inequalities 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. 2025-12-06T17:27:44Z 2025-12-06T17:27:44Z 2025-12-06T17:27:44Z 2025-12-02T13:57:27Z 2025-12-02T13:57:27Z 2019 2025-12-02T13:57:27Z info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://hdl.handle.net/10230/72103 The Annals of Statistics. 2019;47(2):783-794 info:eu-repo/grantAgreement/ES/1PE/MTM2015-67304-P © Institute of Mathematical Statistics, 2019 info:eu-repo/semantics/openAccess Institute of Mathematical Statistics