U-statistics on Winsorized and trimmed samples

DOI10.1016/0167-7152(90)90036-7MaRDI QIDQ916243zbMATHOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 3165055 (Why is no real title available?)
• scientific article; zbMATH DE number 4005331 (Why is no real title available?)
• scientific article; zbMATH DE number 3658755 (Why is no real title available?)
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 3094626 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• A New Proof of the Bahadur Representation of Quantiles and an Application
• Asymptotic normality of U-statistics based on trimmed samples
• Descriptive statistics for non-parametric models. III: Dispersion
• On Some Robust Estimates of Location
• The 1972 Wald Lecture Robust Statistics: A Review
• Weak and strong representations for trimmed U-statistics

Cited in

(5)

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

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