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  1. Journal of Systems Science and Complexity
  2. Journal of Systems Science and Complexity : Volume 20
  3. Journal of Systems Science and Complexity : Volume 20, Issue 1, March 2007
  4. On Weighted Randomly Trimmed Means
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Journal of Systems Science and Complexity : Volume 30
Journal of Systems Science and Complexity : Volume 29
Journal of Systems Science and Complexity : Volume 28
Journal of Systems Science and Complexity : Volume 27
Journal of Systems Science and Complexity : Volume 26
Journal of Systems Science and Complexity : Volume 25
Journal of Systems Science and Complexity : Volume 24
Journal of Systems Science and Complexity : Volume 23
Journal of Systems Science and Complexity : Volume 22
Journal of Systems Science and Complexity : Volume 21
Journal of Systems Science and Complexity : Volume 20
Journal of Systems Science and Complexity : Volume 20, Issue 4, December 2007
Journal of Systems Science and Complexity : Volume 20, Issue 3, September 2007
Journal of Systems Science and Complexity : Volume 20, Issue 2, June 2007
Journal of Systems Science and Complexity : Volume 20, Issue 1, March 2007
Agent Model Analysis to Explore Effects of Interaction and Environment on Individual Performance
Phase Transition in Sequence Unique Reconstruction
Constructive Kissing Numbers in High-Dimensional Spaces
On the Meromorphic Solutions of Linear Differential Equations
On Weighted Randomly Trimmed Means
Exploration/Exploitation Tradeoff with cell-shift and Heuristic Crossover for Evolutionary Algorithms
Adaptive Practical Output Maneuvering Control for a Class of Nonlinear Systems
Strong Convergence Theorems for Nonexpansive Mapping
Productive Government Expenditure in a Stochastically Growing Open Economy
On the Collision Detection Problem of Two Moving Objects Described by Algebraic Sets
Minimax Invariant Estimator of Continuous Distribution Function Under Linex Loss
Stabilization for a Class of Large-Scale Stochastic Nonlinear Systems with Decentralized Controller Design
On the Complex Oscillation of Higher Order Linear Differential Equations with Meromorphic Coefficients
Existence and Uniqueness and Stability of Solutions for Stochastic Impulsive Systems
Journal of Systems Science and Complexity : Volume 19

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On Weighted Randomly Trimmed Means

Content Provider SpringerLink
Author Wang, Ting Li, Yong Cui, Hengjian
Copyright Year 2007
Abstract A class of robust location estimators called weighted randomly trimmed means are introduced and not only their consistency and asymptotic normality are proved, but their influence functions, asymptotic variances and breakdown points are also derived. They possess the same breakdown points as the median, and some of them own higher asymptotic relative efficiencies at the heavy-tailed distributions than some other well-known location estimators; whereas the trimmed means, Winsorized means and Huber’s M-estimator possess higher asymptotic relative efficiencies at the light-tailed distributions, in which Huber’s M-estimator is the most robust.
Starting Page 47
Ending Page 65
Page Count 19
File Format PDF
ISSN 10096124
Journal Journal of Systems Science and Complexity
Volume Number 20
Issue Number 1
e-ISSN 15597067
Language English
Publisher Kluwer Academic Publishers
Publisher Date 2007-01-01
Publisher Place Boston
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Asymptotic normality asymptotic relative efficiency breakdown points consistency influence function Operations Research/Decision Theory Mathematical Modeling and Industrial Mathematics Probability Theory and Stochastic Processes Systems Theory, Control Industrial and Production Engineering ApplicationMathematics/Computational Methods of Engineering
Content Type Text
Resource Type Article
Subject Information Systems
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