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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2504.08482 |
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Table of 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.