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Asymptotic distributions of non-degenerate U-statistics on trimmed samples

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  • Borovskikh, Yuri V.
  • Weber, N.C.

Abstract

Let Xn1[less-than-or-equals, slant]...[less-than-or-equals, slant]Xnn be an ordered sample of size n. We establish a general result providing the asymptotic distributions of non-degenerate U-statistics based on the trimmed sample for 0

Suggested Citation

  • Borovskikh, Yuri V. & Weber, N.C., 2008. "Asymptotic distributions of non-degenerate U-statistics on trimmed samples," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 336-346, March.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:4:p:336-346
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    References listed on IDEAS

    as
    1. Kasahara, Yuji, 1993. "A functional limit theorem for trimmed sums," Stochastic Processes and their Applications, Elsevier, vol. 47(2), pages 315-322, September.
    2. Janssen, Paul & Veraverbeke, Noël & Serfling, Robert, 1990. "U-statistics on winsorized and trimmed samples," Statistics & Probability Letters, Elsevier, vol. 9(5), pages 439-447, May.
    3. Griffin, Philip S., 1988. "Asymptotic normality of winsorized means," Stochastic Processes and their Applications, Elsevier, vol. 29(1), pages 107-127.
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    More about this item

    Keywords

    U-statistics Trimmed samples;

    Statistics

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