The breakdown point of the median of means tournament

Daniela Rodriguez and Marina Valdora

Statistics & Probability Letters, 2019, vol. 153, issue C, 108-112

Abstract: 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.

Keywords: Breakdown point; Sub-Gaussian; Median of means; Robustness (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715219301415
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:153:y:2019:i:c:p:108-112

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2019.05.012

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().