A central limit theorem for multivariate generalized trimmed k-means

Authors
Garcia-Escudero, LA Gordaliza, A Matran, C
Citation
La. Garcia-escudero et al., A central limit theorem for multivariate generalized trimmed k-means, ANN STATIST, 27(3), 1999, pp. 1061-1079
Citations number
31
Categorie Soggetti
Mathematics
Journal title
ANNALS OF STATISTICS
ISSN journal
00905364 → ACNP
Volume
27
Issue
3
Year of publication
1999
Pages
1061 - 1079
Database
ISI
SICI code
0090-5364(199906)27:3<1061:ACLTFM>2.0.ZU;2-V
Abstract
A central limit theorem for generalized trimmed h-means is obtained in a ve ry 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 ell iptical distributions and the construction of multivariate (not necessarily connected) tolerance zones, are also given.