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September, 1992 The Metrically Trimmed Mean as a Robust Estimator of Location
Seong-Ju Kim
Ann. Statist. 20(3): 1534-1547 (September, 1992). DOI: 10.1214/aos/1176348783


The metrically trimmed mean is defined as the average of observations remaining after a fixed number of outlying observations have been removed. A metric, the distance from the median, is used to determine which points are outlying. The influence curve and the asymptotic normality of the metrically trimmed mean are derived using von Mises expansions. The relative merits of the median, the trimmed mean and the metrically trimmed mean are discussed in neighborhoods of nonparametric models with natural parameters. It is observed that the metrically trimmed mean works well for the center of symmetry of a symmetric distribution function with asymmetric contamination. A multivariate extension of the metrically trimmed mean is discussed.


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Seong-Ju Kim. "The Metrically Trimmed Mean as a Robust Estimator of Location." Ann. Statist. 20 (3) 1534 - 1547, September, 1992.


Published: September, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0782.62039
MathSciNet: MR1186264
Digital Object Identifier: 10.1214/aos/1176348783

Primary: 62G05
Secondary: 62F35

Rights: Copyright © 1992 Institute of Mathematical Statistics


Vol.20 • No. 3 • September, 1992
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