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math.ST2023
High-dimensional Location Estimation via Norm Concentration for Subgamma Vectors
Shivam Gupta, Jasper C. H. Lee, Eric Price
In location estimation, we are given samples from a known distribution shifted by an unknown translation , and want to estimate as precisely as possible. Asymptotica…
math.ST2022★ 1 cited
Finite-Sample Maximum Likelihood Estimation of Location
Shivam Gupta, Jasper C. H. Lee, Eric Price +1
We consider 1-dimensional location estimation, where we estimate a parameter from samples , with each drawn i.i.d. from a known distribution . For fixed $f…