The breakdown point of the median of means tournament

Rodriguez, Daniela Andrea; Valdora, Marina Silvia

info:eu-repo/semantics/article

Fecha

2019-10

Registro en:

Rodriguez, Daniela Andrea; Valdora, Marina Silvia; The breakdown point of the median of means tournament; Elsevier Science; Statistics & Probability Letters; 153; 10-2019; 108-112

0167-7152

http://hdl.handle.net/11336/143187

CONICET Digital

CONICET

https://repositorioslatinoamericanos.uchile.cl/handle/2250/4364971

Autor

Rodriguez, Daniela Andrea

Valdora, Marina Silvia

Institución

Consejo Nacional de Investigaciones Científicas y Tecnológicas (Argentina)

Resumen

The median of means tournament estimator is known to have optimal properties since it achieves a sub-Gaussian performance for all random distributions with finite variance. In this work, we study the robustness of this estimator by computing its breakdown point.

Materias

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