JSM 2005 Online Program

Abstract #302945

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Activity Number:	65
Type:	Contributed
Date/Time:	Sunday, August 7, 2005 : 4:00 PM to 5:50 PM
Sponsor:	General Methodology
Abstract - #302945
Title:	Walk-trimmed Means
Author(s):	Mingxin Wu*+
Companies:	Michigan State University
Address:	A402 Wells Hall, Michigan State University, East Lansing, MI, 48824,
Keywords:	Olympic rating system ; walk trimmed means ; asymptotic normality ; influence function ; breakdown point ; efficiency
Abstract:	General weighted walk-trimmed means are introduced and investigated. These affine equivalent location estimators are Fisher consistent and unbiased for symmetric distribution. The sample walk-trimmed means are root n consistent and asymptotically normal, and the influence functions of the walk-trimmed means exist and are bounded in general. Large sample behavior---including Bahadur's representation---asymptotic normality, and efficiency and finite sample behavior, including breakdown point and relative efficiency of the sample walk-trimmed means, are investigated thoroughly. The gross error sensitivity is discussed. Unlike general trimmed means, the walk-trimmed means can integrate highest breakdown point and high-level efficiency while enjoying a bounded influence function. Comparisons with leading estimators on robustness and efficiency reveal the walk-trimmed means behave well overall and consequently represent favorable choices. One biggest application could be that it will end the application of general trimmed mean on the world rating system and make measuring more fair. Hopefully, it will be used by the Olympics game in Beijing, 2008.

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