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