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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/109

Title: Asymptotic normality for U-statistics based on trimmed samples
Authors: JANSSEN, Paul
Serfling, Robert
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.
URI: http://hdl.handle.net/1942/109
DOI: 10.1016/0378-3758(87)90056-5
Type: Journal Contribution
Appears in Collections: Research publications

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