Year
2019
Authors
LECUE Guillaume, LERASLE Matthieu
Abstract
New robust estimators are introduced, derived from median-of-means principle and Le Cam’s aggregation of tests. Minimax sparse rates of convergence are obtained with exponential probability, under weak moment’s assumptions and possible contamination of the dataset.
LECUE, G. et LERASLE, M. (2019). Learning from MOM’s principles: Le Cam’s approach. Stochastic Processes and their Applications, 129(11), pp. 4385-4410.