23 citations · 31 across the 3 of their papers we have counts for
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math.ST2018
Uniform bounds for robust mean estimators
Stanislav Minsker
This paper is devoted to the estimators of the mean that provide strong non-asymptotic guarantees under minimal assumptions on the underlying distribution. The main ideas behind pr…
stat.ME2018
User-Friendly Covariance Estimation for Heavy-Tailed Distributions
Yuan Ke, Stanislav Minsker, Zhao Ren +2
We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that fa…