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The goal of this paper is to show that a single robust estimator of the mean of a multivariate Gaussian distribution can enjoy five desirable properties.
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Robuste Schätzungen: infinitesimale Optimalität und Schätzungen von Kovarianzmatrizen
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D. Donoho and P. J. Huber · 1983
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H. P. Lopuhaä and P. J. Rousseeuw · 1991
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P. J. Huber and E. M. Ronchetti · 2009
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L. Comminges and A. S. Dalalyan · 2012
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M. Soltanolkotabi and E. J. Candès · 2012
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R. Vershynin · 2012
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Dual subgradient algorithms for large-scale nonsmooth learning problems
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Robust and computationally feasible community detection in the presence of arbitrary outlier nodes
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