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On trimming and Winsorization. (English) Zbl 0539.62031

Summary: The asymptotic distribution of the trimmed mean, Winsorized mean, trimmed variance and Winsorized variance are given when the underlying distribution function is continuous and satisfies some mild conditions.

MSC:

62E20 Asymptotic distribution theory in statistics
62F12 Asymptotic properties of parametric estimators
62F35 Robustness and adaptive procedures (parametric inference)
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