Winsorized mean estimation with heavy tails and adversarial contamination

Anders Bredahl Kock; David Preinerstorfer

Winsorized mean estimation with heavy tails and adversarial contamination

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arxiv 2504.08482 v4 pith:M7OCDTYW submitted 2025-04-11 math.ST stat.TH

Anders Bredahl Kock , David Preinerstorfer This is my paper · ORCID

classification math.STstat.TH

keywords meanwinsorizedadversarialcontaminationestimationestimatorheavytails

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Finite-sample upper bounds on the estimation error of a winsorized mean estimator of the population mean in the presence of heavy tails and adversarial contamination are established. In comparison to existing results, the winsorized mean estimator we study avoids a sample-splitting device and winsorizes substantially fewer observations, which improves its applicability and practical performance.

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Adversarially robust multiple testing in high dimensions
math.ST 2026-07 conditional novelty 6.0 of 10

Winsorized step-down multiple testing procedures control the familywise error rate under adversarial contamination in high-dimensional one- and two-sample mean testing with only 2+ moments.

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