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M-estimator as a quantile estimator

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#probability #statistics #parameter-estimation #quantile #robust-statistics
53
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Proving upper bound for Bias of truncated sample mean

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#probability #probability-theory #statistics #inequality #robust-statistics
47
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Is there an example of Z-estimator with non root-n convergence rate?

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#probability #statistics #robust-statistics
236
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About the closest linear function to an arbitrary function in L1 norm

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#functional-analysis #statistics #linear-regression #robust-statistics
70
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how does huber compute the $var(s_n)/E[s_n]$ and $var(d_n)/E[d_n]$?

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#statistics #expected-value #variance #functional-calculus #robust-statistics
180
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distance between coordinate-wise median and geometric median

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#linear-algebra #median #robust-statistics
98
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Is there a robust version of the moving least squares or of the Savitzky–Golay filter?

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#filters #robust-statistics
19
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Does the Tyler's M-estimator lose the estimator of scale?

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#statistics #parameter-estimation #estimation #maximum-likelihood #robust-statistics
16
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Principal Component Analysis Based on Scatter Matrices

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#principal-component-analysis #robust-statistics
33
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Robustness of Geometric Median to Change of k Points

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#linear-algebra #convex-optimization #median #robust-statistics
17
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Incorporating the absolute difference and the relative difference in a single metric

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#statistics #time-series #robust-statistics
18
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Query in "Certified adversarial robustness via randomized smoothing" Cohen et al paper

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#robust-statistics
26
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Distance of a hyperplane from Geometric Median

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#linear-algebra #geometry #convex-geometry #median #robust-statistics
3.5k
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What does saying that an estimator is robust mean?

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#statistics #normal-distribution #estimation #robust-statistics
4.7k
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Odds of winning a two part drawing

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#probability #game-theory #robust-statistics

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