Topics in robust mean estimation and applications to importance sampling /

The sample mean is often used to aggregate different unbiased estimates of a real parameter, producing a final estimate that is unbiased but possibly with high variance. This thesis proposes two new robust estimators that can adaptively trade off some bias for variance, resulting in more competitive...

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Bibliographic Details
Main Author: Najberg Orenstein, Paulo (Author)
Corporate Author: Stanford University Department of Statistics
Other Authors: Chatterjee, Sourav (Thesis advisor, degree committee member), Diaconis, Persi (Thesis advisor), Wong, Wing Hung (Thesis advisor, degree committee member)
Format: Thesis Book
Language:English
Published: [Stanford, California] : [Stanford University], 2019

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