Data Depth Trimming Counterpart of the Classical t (or T2) Procedure
The classical t (or T2 in high dimensions) inference procedure for unknown mean μ:X¯±tα(n−1)Sn/n (or {μ:n(x¯−μ)′S−1(x¯−μ)≤χ(1−α)2(p)}) is so fundamental in statistics and so prevailing in practices; it is regarded as an optimal procedure in the mind of many practitioners. It this manuscript we pre...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2009/373572 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|