Robust modifications of U-statistics and applications to covariance estimation problems
نویسندگان
چکیده
منابع مشابه
Robust estimation of U-statistics
An important part of the legacy of Evarist Giné is his fundamental contributions to our understanding of U -statistics and U -processes. In this paper we discuss the estimation of the mean of multivariate functions in case of possibly heavy-tailed distributions. In such situations, reliable estimates of the mean cannot be obtained by usual U -statistics. We introduce a new estimator, based on t...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2020
ISSN: 1350-7265
DOI: 10.3150/19-bej1149