A note on the variance of a lightly trimmed mean when multiple outliers are present in the sample

DOI10.1016/S0167-7152(00)00238-8zbMath0994.62044MaRDI QIDQ1612940

Herbert A. David, Narayanaswamy Balakrishnan

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

order statisticsrecurrence relationL-estimatorsbiasmean square errortrimmed meanproduct momentslocation-outliersscale-outliers

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Variance of a Winsorized Mean When the Sample Contains Multiple Outliers

Cites Work

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• Product moments of order statistics and the variance of a lightly trimmed mean
• On the variance of the trimmed mean
• Relations, bounds and approximations for order statistics
• Robust Estimates of Location: Survey and Advances

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