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math.ST2020
Robust and efficient mean estimation: an approach based on the properties of self-normalized sums
Stanislav Minsker, Mohamed Ndaoud
Let be a random variable with unknown mean and finite variance. We present a new estimator of the mean of that is robust with respect to the possible presence of outliers i…
math.ST2020
Asymptotic normality of robust risk minimizers
Stanislav Minsker
This paper investigates asymptotic properties of algorithms that can be viewed as robust analogues of the classical empirical risk minimization. These strategies are based on repla…