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|Title: ||Asymptotic normality for U-statistics based on trimmed samples|
|Authors: ||JANSSEN, Paul|
|Keywords: ||Mathematical Statistics|
Non and semiparametric methods
|Issue Date: ||1987|
|Citation: ||Journal of Statistical Planning and Inference, 16, p. 63-74|
|Abstract: ||Let Xn1 ≤ cdots, three dots, centered ≤ Xnn be an ordered sample of size n. We establish asymptotic normality of U-statistics based on the trimmed sample Xn,[αn]+1≤ cdots, three dots, centered ≤ Xn,n − [βn] where 0<α, β<1/2. This theorem and its multi-sample generalization are illustrated by various statistics of importance for robust estimation of location, dispersion, etc. This unifies the flexibility of the class of U-statistics and the classical principle of rejection of outliners.|
|Type: ||Journal Contribution|
|Appears in Collections: ||Research publications|
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