Excess-Risk Consistency of Group-hard Thresholding Estimator in Robust Estimation of Gaussian Mean
Published in Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences), 2020
This paper proves that using properly chosen threshold for group-hard thresholding estimator yields the optimal constant in front of parametric rate ($p/n$) in the risk bound for the expected error between the true mean value of Gaussian distribution and our estimator.