U-statistics on Winsorized and trimmed samples (Q916243): Difference between revisions
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Revision as of 22:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | U-statistics on Winsorized and trimmed samples |
scientific article |
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U-statistics on Winsorized and trimmed samples (English)
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1990
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On obtient la normalité asymptotique d'une classe d'U-statistiques comprenant la moyenne tronquée et la moyenne winsorisée. On utilise pour cela un théorème limite conditionnel de \textit{J. Sethuraman} [Sankhyā, Ser. A 23, 379-386 (1961; Zbl 0101.130)] et une version uniforme du théorème limit central pour les U-statistiques. Quelques exemples illustrent les résultats théoriques.
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trimmed mean
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U-statistics
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asymptotic normality
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conditional limit theorem
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uniform of central limit theorem
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Winsorized mean
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robustified statistics
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