Mohammed Ndaoud – Mathematics and Decision

$\begin{quote} \begin{center} \textbf{A gentle introduction to robust mean estimation} \end{center} \medskip During this talk we will cover the topic of robust mean estimation under the existence of finite variance. We will first review the existing literature around some classical robust estimators including the median of means (MOM) and the trimmed mean estimators . We will then present a new estimator of the mean that is robust and enjoys some features that were lacking in the previous ones. \end{quote}$