A central limit theorem for multivariate generalized trimmed $k$-means
Open Access
- 1 June 1999
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 27 (3) , 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.
Keywords
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