Choice of Optimal Trimming Proportion by the Random Weighting Method

Authors
Jia, Shi Zhongguo, Zheng
Citation
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
Journal title
Acta Mathematica Sinica, New Series Chinese Journal of Mathematics → ACNP
ISSN journal
10009574
Volume
12
Issue
3
Year of publication
1996
Pages
326 - 336
Database
ACNP
SICI code
Abstract
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.