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Trimmed and Winsorized transformed means based on a scaled deviation

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Abstract

This paper introduces the Tukey trimmed and Winsorized means for the transformed data based on a scaled deviation. The trimmed and Winsorized means and scale based on a scaled deviation are as special cases. Meanwhile, the trimmed and Winsorized skewness and kurtosis based on a scaled deviation are given. Furthermore, some of their robust properties (influence function, breakdown points) and asymptotic properties (asymptotic representation and limiting distribution) are also obtained.

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Author information

Authors and Affiliations

  1. School of Statistics and Mathematics, Central University of Finance and Economics, Beijing, 100081, China

    Si-yang Wang

  2. Department Statistics, School of Mathematical Sciences, Capital Normal University, Beijing, 100048, China

    Heng-jian Cui

Authors
  1. Si-yang Wang
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  2. Heng-jian Cui
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Corresponding author

Correspondence to Heng-jian Cui.

Additional information

Cui’s research is supported by the National Natural Science Foundation of China (Nos: 11071022, 11231010, 11471223), BCMIIS and Key project of Beijing Municipal Educational Commission (No. KZ201410028030). Wang’s research is supported by the Youth Doctor Development Funding Project for “121” Human Resources of CUFE (QBJ1423).

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Wang, Sy., Cui, Hj. Trimmed and Winsorized transformed means based on a scaled deviation. Acta Math. Appl. Sin. Engl. Ser. 31, 475–492 (2015). https://doi.org/10.1007/s10255-015-0588-3

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  • DOI: https://doi.org/10.1007/s10255-015-0588-3

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