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Large sample properties of Jaeckel's adaptive trimmed mean

โœ Scribed by Peter Hall

Publisher
Springer Japan
Year
1981
Tongue
English
Weight
621 KB
Volume
33
Category
Article
ISSN
0020-3157

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In this note, a recurrence relation for product moments of order statistics arising from independent and non-identically distributed variables is utilized to derive a convenient formula for the variance of a lightly trimmed mean when one or more outliers are present in the sample. Formulas are prese