Adaptive choice of trimming proportions

DOI10.1007/BF00773479zbMath0822.62019OpenAlexW1999917669MaRDI QIDQ1895427

A. H. Welsh, Jana Jureckova, Roger W. Koenker

Publication date: 18 October 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00773479

zbMATH Keywords

order statisticsadaptive estimatortrimmed meanStudent \(t\) distributionhigher order expansionsasymptotic standard errorsmooth weight functionsdiscontinuous weight functionstrimmed \(L\)-estimator of locationtrimming proportion

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (7)

The trimmed mean in non-parametric regression function estimation ⋮ Convergence of the optimal M-estimator over a parametric family of M-estimators ⋮ Adaptive choice of trimming proportion in trimmed least-squares estimation. ⋮ Trimmed and winsorized standard deviations based on a scaled deviation ⋮ Robust fitting of mixtures of factor analyzers using the trimmed likelihood estimator ⋮ Trimmed and Winsorized means based on a scaled deviation ⋮ Trimmed Mean Isotonic Regression

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