Consistency of the -trimming of a probability. Applications to central regions

DOI10.3150/07-BEJ109MaRDI QIDQ1002571zbMATH OpenOpenAlexFDO

Authors Ignacio Cascos, Miguel López-Díaz

Publication date 2 March 2009

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0805.2219

zbMATH Keywords

\(\alpha \)-trimming of a probabilitydepth-trimmed regionsintegral trimmed regionsweak topology

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

Abstract: The sequence of $alpha$-trimmings of empirical probabilities is shown to converge, in the Painlev'{e}--Kuratowski sense, on the class of probability measures endowed with the weak topology, to the $alpha$-trimming of the population probability. Such a result is applied to the study of the asymptotic behaviour of central regions based on the trimming of a probability.

Recommendations

• Integral trimmed regions
• Halfplane trimming for bivariate distributions
• Trimmed regions induced by parameters of a probability
• Asymptotics for multivariate trimming
• The asymptotic distribution of the trimmed mean

Cites work

• Coherent measures of risk
• General notions of statistical depth function.
• Halfplane trimming for bivariate distributions
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 1552483 (Why is no real title available?)
• Integral trimmed regions
• Minimax tests and the Neyman-Pearson lemma for capacities
• Multivariate risks and depth-trimmed regions
• Probability. Theory and examples.
• The Glivenko-Cantelli problem, ten years later
• Zonoid trimming for multivariate distributions

Cited in

(6)

• Halfplane trimming for bivariate distributions
• Control charts based on parameter depths
• Integral trimmed regions
• Trimmed regions induced by parameters of a probability
• Similarity of samples and trimming
• Uniqueness and approximate computation of optimal incomplete transportation plans

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