Abstract
The α-trimmed mean, a statistic commonly used in robustness studies, has an intractable small sample distribution. For this reason, an asymptotic normal distribution or a Student t distribution are commonly used as approximations when the sample size is small. In this article we obtain an approximation for the small sample distribution of the α-trimmed mean, based on the von Mises expansion of a functional, which is valid for the case in which the observations come from a Gaussian Mixture Model.
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García-Pérez, A. (2015). An Approximation to the Small Sample Distribution of the Trimmed Mean for Gaussian Mixture Models. In: Grzegorzewski, P., Gagolewski, M., Hryniewicz, O., Gil, M. (eds) Strengthening Links Between Data Analysis and Soft Computing. Advances in Intelligent Systems and Computing, vol 315. Springer, Cham. https://doi.org/10.1007/978-3-319-10765-3_14
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DOI: https://doi.org/10.1007/978-3-319-10765-3_14
Publisher Name: Springer, Cham
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