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 (2)

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

Cites Work

• Invariance properties of random vectors and stochastic processes based on the zonoid concept
• Peacocks and associated martingales, with explicit constructions
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Convex geometry of max-stable distributions
• Multivariate comonotonicity
• Expected convex hulls, order statistics, and Banach space probabilities
• Lift zonoids, random convex hulls and the variability of random vectors
• Zonoids, linear dependence, and size-biased distributions on the simplex
• Random Sets in Econometrics
• Theory of Random Sets
• Convex Bodies The Brunn-MinkowskiTheory
• On the Distribution of the Expected Values of the Order Statistics
• Stochastic finance. An introduction in discrete time
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Lift expectations of random sets