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

DOI10.3150/07-BEJ109zbMATH Open1158.60338arXiv0805.2219OpenAlexW3102773357MaRDI QIDQ1002571FDOQ1002571

Authors: Ignacio Cascos, Miguel López-Díaz 

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

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.

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

Cites Work

• Coherent measures of risk
• Title not available (Why is that?)
• Zonoid trimming for multivariate distributions
• General notions of statistical depth function.
• Probability. Theory and examples.
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• Minimax tests and the Neyman-Pearson lemma for capacities
• Halfplane trimming for bivariate distributions
• Integral trimmed regions
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Cited In (6)

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

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