Marcell Tukora

Robust Nonparametric Methods for $\alpha$-Mixing Sequences via Median-of-Means

The median-of-means (MoM) estimator is a robust alternative to the sample mean for heavy-tailed or contaminated data. While its non-asymptotic properties are well understood for i.i.d.\ samples, much less is known for dependent sequences. We establish non-asymptotic deviation bounds for the MoM estimator computed from...