Statistical error bounds for weighted mean and median with application to robust aggregation of cryptocurrency data
Michaël Allouche, Mnacho Echenim, Emmanuel Gobet, Anne-Claire Maurice
| Year of publication: |
2025
|
|---|---|
| Authors: | Allouche, Michaël ; Echenim, Mnacho ; Gobet, Emmanuel ; Maurice, Anne-Claire |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 35.2025, 4, p. 760-778
|
| Subject: | concentration inequalities | heavy tails | outliers | robust aggregation | weighted mean and quantile estimation | Schätztheorie | Estimation theory | Aggregation | Robustes Verfahren | Robust statistics | Statistischer Fehler | Statistical error | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12461 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015461693