ON WEIGHTED RANDOMLY TRIMMED MEANS  

作　　者：Ting WANG Yong LI Hengjian CUI 

机构地区：[1]School of Mathematical Sciences, Statistical Data Analysis Laboratory, Beijing Normal University, Beijing 100875, China Institute of Information Sciences and Technology, Massey University, Private Bag 11222, Palmerston North, New Zealand. [2]School of Mathematical Sciences, Statistical Data Analysis Laboratory, Beijing Normal University, Beijing 100875, China.

出　　处：《Journal of Systems Science & Complexity》2007年第1期47-65,共19页系统科学与复杂性学报（英文版）

基　　金：This research is supported by the National Natural Science Foundation of China （Grant No. 10371012, 10231030,and 40574020）.

摘　　要：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.

关 键 词：Asymptotic normality asymptotic relative efficiency breakdown points CONSISTENCY influence function. 

分 类 号：O211.3[理学—概率论与数理统计]