Mathematics > Statistics Theory
[Submitted on 11 Apr 2025
]
Title: Winsorized mean estimation with heavy tails and adversarial contamination
Title: 重尾和对抗污染下的 Winsorized 均值估计
Abstract: Finite-sample upper bounds on the estimation error of a winsorized mean estimator of the population mean in the presence of heavy tails and adversarial contamination are established. In comparison to existing results, the winsorized mean estimator we study avoids a sample splitting device and winsorizes substantially fewer observations, which improves its applicability and practical performance.
Submission history
From: David Preinerstorfer [view email][v1] Fri, 11 Apr 2025 12:17:29 UTC (19 KB)
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