264 research outputs found
Cram\'{e}r type large deviations for trimmed L-statistics
In this paper, we propose a new approach to the investigation of asymptotic
properties of trimmed -statistics and we apply it to the Cram\'{e}r type
large deviation problem. Our results can be compared with ones in Callaert et
al.(1982) -- the first and, as far as we know, the single article, where some
results on probabilities of large deviations for the trimmed -statistics
were obtained, but under some strict and unnatural conditions. Our approach is
to approximate the trimmed -statistic by a non-trimmed -statistic (with
smooth weight function) based on Winsorized random variables. Using this
method, we establish the Cram\'{e}r type large deviation results for the
trimmed -statistics under quite mild and natural conditions.Comment: 17 page
Second Order Approximations for Slightly Trimmed Sums
We investigate the second order asymptotic behavior of trimmed sums
T_n=\frac 1n \sum_{i=\kn+1}^{n-\mn}\xin, where \kn, \mn are sequences of
integers, 0\le \kn < n-\mn \le n, such that \min(\kn, \mn) \to \infty, as
\nty, the \xin's denote the order statistics corresponding to a sample
of i.i.d. random variables. In particular, we focus on the
case of slightly trimmed sums with vanishing trimming percentages, i.e. we
assume that \max(\kn,\mn)/n\to 0, as \nty, and heavy tailed distribution
, i.e. the common distribution of the observations is supposed to have
an infinite variance.
We derive optimal bounds of Berry -- Esseen type of the order
, r_n=\min(\kn,\mn), for the normal approximation to
and, in addition, establish one-term expansions of the Edgeworth type for
slightly trimmed sums and their studentized versions.
Our results supplement previous work on first order approximations for
slightly trimmed sums by Csorgo, Haeusler and Mason (1988) and on second order
approximations for (Studentized) trimmed sums with fixed trimming percentages
by Gribkova and Helmers (2006, 2007).Comment: 37 pages, to appear in Theory Probab. App
Vector quantization and clustering in presence of censoring
We consider the problem of optimal vector quantization for random vectors with one censored component and applications to clustering of censored observations. We introduce the definitions of the empirical distortion and of the empirically optimal quantizer in presence of censoring and we establish the almost sure consistency of empirical design. Moreover, we provide a non asymptotic exponential bound for the difference between the performance of the empirically optimal k-quantizer and the optimal performance over the class of all k-quantizers. As a natural application of the new quantization criterion, we propose an iterative two-step algorithm allowing for clustering of multivariate observations with one censored component. This method is investigated numerically through applications to real and simulated data
On the M fewer than N bootstrap approximation to the trimmed mean
We show that the M fewer than N (N is the real data sample size, M denotes the size of the bootstrap resample; M=N ! 0, as M ! 1) bootstrap approximation to the distribution of the trimmed mean is consistent without any conditions on the
population distribution F, whereas Efron's naive (i.e. M = N) bootstrap as well as the normal approximation fails to be consistent if the population distribution F has gaps at the two quantiles where the trimming occurs
Educational content of network is basis of interaction in system of additional vocational training
В статье обозначены проблемы эффективного использования сетевых электронных ресурсов в системе дополнительного профессионального образования, представлен краткий обзор полнотекстовых электронных ресурсов Института развития образования Сахалинской области.In article is presented short review of electronic resources of Institute of a development of education of the Sakhalin region and the problems, of effective utilisation of network in system of additional vocational trainin
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