A central limit theorem for multivariate generalized trimmed $k$-means
Luis A. García-Escudero, Alfonso Gordaliza, Carlos Matrán
The Annals of Statistics · 1999 · Volume 27 · Issue 3
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
60F05, 62G15, 62G35, 62H20, central limit theorem, clustering, impartial trimming, K-means, robustness, tolerance zones
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