Lift expectations of random sets

DOI10.1016/J.SPL.2018.08.015zbMath1407.62171arXiv1805.04757OpenAlexW2963869564MaRDI QIDQ1726775

Marc-Arthur Diaye, Gleb A. Koshevoy, Ilya S. Molchanov

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.04757

zbMATH Keywords

risk measureoutlierlift zonoidsupport functionrandom setselection expectation

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (3)

Depth and outliers for samples of sets and random sets distributions ⋮ Nonlinear expectations of random sets ⋮ Unnamed Item

Cites Work

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