Adaptive choice of trimming proportions
type: Item
instance of: scholarly article
title: Adaptive choice of trimming proportions
zbMATH Open document ID: 0822.62019
DOI: 10.1007/BF00773479
author: Alan H. Welsh
author: Jana Jurečková
author: Roger Koenker
published in: Annals of the Institute of Statistical Mathematics
publication date: 1995-10-18T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 786364
zbMATH Keywords: trimmed \(L\)-estimator of location
zbMATH Keywords: Student \(t\) distribution
zbMATH Keywords: order statistics
zbMATH Keywords: trimming proportion
zbMATH Keywords: trimmed mean
zbMATH Keywords: higher order expansions
zbMATH Keywords: adaptive estimator
zbMATH Keywords: smooth weight functions
zbMATH Keywords: discontinuous weight functions
zbMATH Keywords: asymptotic standard error
MaRDI profile type: Publication
cites work: Robust Estimates of Location: Survey and Advances
cites work: On Some Robust Estimates of Location
cites work: Descriptive statistics for nonparametric models. II: Location
cites work: How broad is the class of normal scale mixtures?
cites work: Confidence Intervals for Bisquare Regression Estimates
cites work: Large sample properties of Jaeckel's adaptive trimmed mean
cites work: Q3723487
cites work: The 1972 Wald Lecture Robust Statistics: A Review
cites work: Some Flexible Estimates of Location
cites work: Asymptotic representation of L-estimators and their relations to M-estimators
cites work: Variance Reduction Techniques for Monte Carlo Sampling from Student Distributions
cites work: Are Robust Estimators Really Necessary?
cites work: Distribution of quantiles in samples from a bivariate population
cites work: Q3866939
cites work: The asymptotic distribution of the trimmed mean
cites work: Do robust estimators work with real data?
cites work: Q5725136
cites work: Asymptotically efficient estimation of the sparsity function at a point
full work available at URL: https://doi.org/10.1007/bf00773479
OpenAlex ID: W1999917669
description: scientific article; zbMATH DE number 786364