Asymptotic normality of Winsorized means

DOI10.1016/0304-4149(88)90031-2zbMath0649.62017OpenAlexW1970155968MaRDI QIDQ1105936

Philip S. Griffin

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90031-2

zbMATH Keywords

outliersorder statisticsasymptotic normalityarithmetic meannecessary and sufficient conditionWinsorized meanconvexity assumptionestimator of locationrobustified mean

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (3)

The asymptotic distribution of magnitude-Winsorized sums via self- normalization ⋮ Asymptotic distributions of non-degenerate U-statistics on trimmed samples ⋮ Non-Gaussian limit distributions forU-statistics based on trimmed and Winsorized samples

Cites Work

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• Probability estimates for the small deviations of d-dimensional random walk
• Unimodality of infinitely divisible distribution functions of class L
• Asymptotic normality and subsequential limits of trimmed sums
• On Some Robust Estimates of Location

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