U-statistics on Winsorized and trimmed samples

DOI10.1016/0167-7152(90)90036-7zbMATH Open0703.62023OpenAlexW2031523738MaRDI QIDQ916243FDOQ916243

Authors: Paul Janssen, Noël Veraverbeke, Robert J. Serfling 

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90036-7

Recommendations

• Non-Gaussian limit distributions for \(U\)-statistics based on trimmed and winsorized samples
• Asymptotic normality of U-statistics based on trimmed samples
• Berry-Esseen type bounds for trimmed \(U\)-statistics
• Some asymptotic results for trimmed \(U\)-statistics
• Asymptotic distributions for a class of generalized \(L\)-statistics

zbMATH Keywords

asymptotic normalityU-statisticsconditional limit theoremtrimmed meanrobustified statisticsuniform of central limit theoremWinsorized mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• A Class of Statistics with Asymptotically Normal Distribution
• A New Proof of the Bahadur Representation of Quantiles and an Application
• Descriptive statistics for non-parametric models. III: Dispersion
• On Some Robust Estimates of Location
• Title not available (Why is that?)
• The 1972 Wald Lecture Robust Statistics: A Review
• Title not available (Why is that?)
• Weak and strong representations for trimmed U-statistics
• Title not available (Why is that?)
• Asymptotic normality of U-statistics based on trimmed samples

Cited In (5)

• Asymptotic distributions of non-degenerate U-statistics on trimmed samples
• Non-Gaussian limit distributions forU-statistics based on trimmed and Winsorized samples
• Asymptotic normality of Winsorized means
• Some asymptotic results for trimmed \(U\)-statistics
• Berry-Esseen type bounds for trimmed \(U\)-statistics

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