Arcones, Miguel A. - In: Statistics & Probability Letters 25 (1995) 1, pp. 43-53
We prove the asymptotic normality of the trimmed mean, obtained by deleting the data which is further away from a parameter of location [theta]n. To get this trimmed mean, equivariant by rotations, dilations and translations, we choose [theta]n in a class of multivariate parameters of location,...