Non-Gaussian limit distributions forU-statistics based on trimmed and Winsorized samples

DOI10.1080/02331888.2012.751386zbMath1367.62060OpenAlexW2004387066MaRDI QIDQ5169789

Neville C. Weber, Yuri V. Borovskikh

Publication date: 11 July 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.751386

zbMATH Keywords

Hermite polynomials\(U\)-statisticsmultiple Wiener integralstrimmed sampleswinsorized samples

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
• The asymptotic distribution of trimmed sums
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• Limit theorems for trimmed sums
• Hodges-Lehmann estimate of the location parameter in censored samples
• Asymptotic normality and subsequential limits of trimmed sums
• Asymptotic normality of U-statistics based on trimmed samples
• Random means
• Asymptotic distributions of non-degenerate U-statistics on trimmed samples
• The asymptotic distribution of the trimmed mean
• On a crossroad of resampling plans: bootstrapping elementary symmetric polynomials
• On Some Robust Estimates of Location
• A Class of Statistics with Asymptotically Normal Distribution
• The Theory of Unbiased Estimation

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