Choice of optimal trimming proportion by the random weighting method |
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Authors: | Shi Jian Zheng Zhongguo |
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Institution: | (1) Department of Probability and Statistics, Peking University, 100871 Beijing, China |
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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.Supported by the NNSF of China and the Doctoral Foundation of the Institutions Higher Learning of China |
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Keywords: | Trimmed mean Trimming proportion Bootstrap Random weighting |
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