A central limit theorem for multivariate generalized trimmed $k$-means
Luis A. Garc{\'\i}a-Escudero, Alfonso Gordaliza, and Carlos Matrán
Source: Ann. Statist. Volume 27, Number 3 (1999), 1061-1079.
Abstract
A central limit theorem for generalized trimmed $k$-means is obtained in a very general framework that covers the multivariate setting, general penalty functions and general $k \geq 1$. Several applications, including the location estimator case $(k = 1)$ for elliptical distributions and the construction of multivariate (not necessarily connected) tolerance zones, are also given.
Primary Subjects: 60F05, 62H20
Secondary Subjects: 62G35, 62G15
Keywords: Central limit theorem; k-means; clustering; impartial trimming; robustness; tolerance zones
Full-text: Access granted (open access)
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aos/1018031268
Mathematical Reviews number (MathSciNet):
MR1724041
Digital Object Identifier: doi:10.1214/aos/1018031268
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