Winsorized mean estimation with heavy tails and adversarial contamination
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
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| _version_ | 1866914423396892672 |
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| author | Kock, Anders Bredahl Preinerstorfer, David |
| author_facet | Kock, Anders Bredahl Preinerstorfer, David |
| contents | Finite-sample upper bounds on the estimation error of a winsorized mean estimator of the population mean in the presence of heavy tails and adversarial contamination are established. In comparison to existing results, the winsorized mean estimator we study avoids a sample splitting device and winsorizes substantially fewer observations, which improves its applicability and practical performance. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_08482 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Winsorized mean estimation with heavy tails and adversarial contamination Kock, Anders Bredahl Preinerstorfer, David Statistics Theory Finite-sample upper bounds on the estimation error of a winsorized mean estimator of the population mean in the presence of heavy tails and adversarial contamination are established. In comparison to existing results, the winsorized mean estimator we study avoids a sample splitting device and winsorizes substantially fewer observations, which improves its applicability and practical performance. |
| title | Winsorized mean estimation with heavy tails and adversarial contamination |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2504.08482 |