arXiv:1907.11391math.ST
Robust multivariate mean estimation: the optimality of trimmed mean
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Abstract
We consider the problem of estimating the mean of a random vector based on i.i.d. observations and adversarial contamination. We introduce a multivariate extension of the trimmed-mean estimator and show its optimal performance under minimal conditions.
https://arxiv.org/abs/1907.11391 it's pretty much the same thing
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