Jia, Shi et Zhongguo, Zheng, Choice of Optimal Trimming Proportion by the Random Weighting Method, Acta Mathematica Sinica, New Series Chinese Journal of Mathematics, 12(3), 1996, pp. 326-336
In this paper, a strongly consistent estimation of the optimal trimming proportion in trimmed mean is found by the random weighting method. In addition, using the same method a strongly consistent estimation for the distribution of some adaptive estimator is also obtained.