Non-asymptotic analysis and inference for an outlyingness induced winsorized mean
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DOI: 10.1007/s00362-022-01353-5
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- Qiang Sun & Wen-Xin Zhou & Jianqing Fan, 2020. "Adaptive Huber Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 254-265, January.
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Keywords
Non-asymptotic analysis; Centrality estimation; Sub-Gaussian performance; Computability; Finite sample breakdown point;All these keywords.
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