Asymptotics for multivariate trimming
A multivariate \(\alpha\)-trimming procedure, which consists in intersecting all closed halfspaces containing \(100(1-\alpha)\%\) of the sample \(\xi_ 1,\dots,\xi_ n\) taken from a distribution \(P\) on \(R^ d\), or more, is considered. Let \(C_ n\) and \(C_ \alpha\) be the intersections of all closed halfspaces with \(P_ n\)-measure and \(P\)- measure \(1-\alpha\) or greater, respectively, and \[ r_ n(u)=\inf\{r\geq 0: ru\not\in C_ n\},\quad r_ \alpha(u)=\inf\{r\geq 0: ru\not\in C_ \alpha\} \] be the radius functions on the unit sphere. The standardized sample radius function \(r_ n(r_ n-r_ \alpha)\) is proved to converge weakly as \(n\to\infty\) to a Gaussian process. The limiting distribution for the normalized unit vector normal to the boundary is established.
- Asymptotic normality of multivariate trimmed means
- scientific article; zbMATH DE number 4215167
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- Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
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- Asymptotic variance estimation in multivariate distributions
- The multivariate least-trimmed squares estimator
- Convergence of stochastic processes
- Cube root asymptotics
- Estimation of the mode
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
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- Discussion
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