Variances for Adaptive Trimmed Means
研究了指数幂分布族中自适应位置估计量修剪均值的渐近方差，发现考虑自适应统计量的行为后，方差与渐近值有显著差异，且小样本下连续自适应统计量效果较差。
Asymptotic variances for trimmed means as adaptive location estimators in the exponential power family of distributions were derived by Prescott (1978). It is shown that, when the behaviour of the adapting statistic is accounted for, the variances may change significantly from the asymptotic values. Continuously adapting statistics are shown to be less desirable when the sample size is small.