On the estimation of the mean of a random vector

We study the problem of estimating the mean of a multivariate distribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions satisfying some mild moment assumptions.

Subscribe to our newsletter
Want to receive the latest news and updates from the BSE? Share your details below.
Founding institutions
Distinctions
Logo BSE
© Barcelona Graduate School of
Economics. All rights reserved.
YoutubeFacebookLinkedinInstagramX