A central limit theorem for multivariate generalized trimmed k-means

• 成果类型: Article
• 署名作者: García-Escudero, LA; Gordaliza, A; Matrán, C
• 署名单位: Universidad de Valladolid
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1999
• 页码: 1061-1079
• 关键词: breakdown point; asymptotics; distributions; regression; estimator

摘要

A central limit theorem for generalized trimmed h-means is obtained in a very general framework that covers the multivariate setting, general penalty functions and general k greater than or equal to 1. Several applications, including the location estimator case (k = 1) for elliptical distributions and the construction of multivariate (not necessarily connected) tolerance zones, are also given.