Mean Estimation and Regression Under Heavy-Tailed Distributions: A Survey

Gábor Lugosi, Shahar Mendelson. Mean Estimation and Regression Under Heavy-Tailed Distributions: A Survey. Foundations of Computational Mathematics, 19(5):1145-1190, 2019. [doi]

@article{LugosiM19,
  title = {Mean Estimation and Regression Under Heavy-Tailed Distributions: A Survey},
  author = {Gábor Lugosi and Shahar Mendelson},
  year = {2019},
  doi = {10.1007/s10208-019-09427-x},
  url = {https://doi.org/10.1007/s10208-019-09427-x},
  researchr = {https://researchr.org/publication/LugosiM19},
  cites = {0},
  citedby = {0},
  journal = {Foundations of Computational Mathematics},
  volume = {19},
  number = {5},
  pages = {1145-1190},
}