Consistency of the \(\alpha \)-trimming of a probability. Applications to central regions

DOI10.3150/07-BEJ109zbMath1158.60338arXiv0805.2219OpenAlexW3102773357MaRDI QIDQ1002571

Miguel López-Díaz, Ignacio Cascos

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

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

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

Related Items (4)

Trimmed regions induced by parameters of a probability ⋮ Similarity of samples and trimming ⋮ Uniqueness and approximate computation of optimal incomplete transportation plans ⋮ Control charts based on parameter depths

Cites Work

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• The Glivenko-Cantelli problem, ten years later
• Multivariate risks and depth-trimmed regions
• Halfplane trimming for bivariate distributions
• Zonoid trimming for multivariate distributions
• General notions of statistical depth function.
• Minimax tests and the Neyman-Pearson lemma for capacities
• Integral trimmed regions
• Coherent Measures of Risk
• Probability

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