Cover Image

Do we need to estimate the variance in robust mean estimation?

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Sun, Qiang
Format:	Preprint
Published:	2021
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Inference in generalized linear models with robustness to misspecified variances
by: De Santis, Riccardo, et al.
Published: (2022)

Sharp variance estimator and causal bootstrap in stratified randomized experiments
by: Yu, Haoyang, et al.
Published: (2024)

Doubly robust estimation with functional outcomes missing at random
by: Liu, Xijia, et al.
Published: (2024)

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
by: Armillotta, Mirko, et al.
Published: (2023)

On the optimality of coin-betting for mean estimation
by: Clerico, Eugenio
Published: (2024)

Asymptotics of predictive distributions driven by sample means and variances
by: Garelli, Samuele, et al.
Published: (2024)

Semiparametric mean and variance joint models with Laplace link functions for count time series
by: Liu, Tianqing, et al.
Published: (2024)

Rescuing double robustness: safe estimation under complete misspecification
by: Testa, Lorenzo, et al.
Published: (2025)

Rate doubly robust estimation for weighted average treatment effects
by: Wang, Yiming, et al.
Published: (2025)

Efficient estimation and data fusion under general semiparametric restrictions on outcome mean functions
by: Li, Harrison H.
Published: (2024)

Transfer learning for piecewise-constant mean estimation: Optimality, $\ell_1$- and $\ell_0$-penalisation
by: Wang, Fan, et al.
Published: (2023)

Consistent Empirical Bayes estimation of the mean of a mixing distribution without identifiability assumption. With applications to treatment of non-response
by: Greenshtein, Eitan
Published: (2024)

Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance
by: Wang, Hongjian, et al.
Published: (2023)

Censored extreme value estimation
by: Bladt, Martin, et al.
Published: (2023)

M-estimation with e-statistics
by: Wang, Hongjian, et al.
Published: (2026)

Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
by: Chérief-Abdellatif, Badr-Eddine, et al.
Published: (2019)

An unbiased estimator of the case fatality rate
by: Alvarez, Agustín, et al.
Published: (2021)

A note on distance variance for categorical variables
by: Zhang, Qingyang
Published: (2024)

On the Symmetry of Limiting Distributions of M-estimators
by: Bhowmick, Arunav, et al.
Published: (2024)

Subscedastic weighted least squares estimates
by: Bryan, Jordan, et al.
Published: (2024)

The Poisson tensor completion parametric estimator
by: Dunlavy, Daniel M., et al.
Published: (2025)

Bias correction of quadratic spectral estimators
by: Astfalck, Lachlan, et al.
Published: (2024)

Scale-adaptive and robust intrinsic dimension estimation via optimal neighbourhood identification
by: Di Noia, Antonio, et al.
Published: (2024)

Fast and reliable confidence intervals for a variance component
by: Zhang, Yiqiao, et al.
Published: (2024)

Nonparametric, tuning-free estimation of S-shaped functions
by: Feng, Oliver Y., et al.
Published: (2021)

Variance estimation after matching or re-weighting
by: Meng, Xiang, et al.
Published: (2025)

Efficient nonparametric estimation of Toeplitz covariance matrices
by: Klockmann, Karolina, et al.
Published: (2023)

New M-estimator of the leading principal component
by: Virta, Joni, et al.
Published: (2025)

Non-parametric estimators of scaled cash flows
by: Bathke, T., et al.
Published: (2024)

Priors for second-order unbiased Bayes estimators
by: Sakai, Mana, et al.
Published: (2024)

Semiparametric adaptive estimation under informative sampling
by: Morikawa, Kosuke, et al.
Published: (2022)

Statistical tests based on Renyi entropy estimation
by: Cadirci, Mehmet Siddik, et al.
Published: (2025)

Basis expansion approaches for functional analysis of variance with repeated measures
by: Acal, Christian, et al.
Published: (2024)

Optimal estimation of the null distribution in large-scale inference
by: Kotekal, Subhodh, et al.
Published: (2024)

Minimax unbiased estimation for finite populations with bounded outcomes
by: Aronow, P. M., et al.
Published: (2026)

A Bayesian decision-theoretic approach to sparse estimation
by: Li, Aihua, et al.
Published: (2025)

Optimal estimation in private distributed functional data analysis
by: Xue, Gengyu, et al.
Published: (2024)

On unbiased estimators for functions of the rate parameter of the exponential distribution
by: Vila, Roberto, et al.
Published: (2025)

Asymptotic theory and bias correction for the Wallace--Freeman estimator
by: Makalic, Enes, et al.
Published: (2026)

Testing the equality of estimable parameters across many populations
by: Romero-Madroñal, Marcos, et al.
Published: (2025)