Weighted-mean regions of a probability distribution

DOI10.1016/J.SPL.2011.10.011MaRDI QIDQ419230zbMATH OpenOpenAlexFDO

Authors Rainer Dyckerhoff, Karl Mosler

Publication date 18 May 2012

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

Full work available at URL https://doi.org/10.1016/j.spl.2011.10.011

zbMATH Keywords

central regionscontinuous trimmingexpected convex hulllift zonoid regionsvariability order

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Weighted-mean trimming of multivariate data
• Integral trimmed regions
• Zonoid trimming for multivariate distributions
• Central regions and dependency
• Probability inequalities for weighted distributions

Cites work

• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• Comonotonicity, correlation order and premium principles
• Data depths satisfying the projection property
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Stochastic inequalities on partially ordered spaces
• Stochastic orders
• Structural properties and convergence results for contours of sample statistical depth functions.
• The expected convex hull trimmed regions of a sample
• Weighted-mean trimming of multivariate data
• Zonoid trimming for multivariate distributions

Cited in

(6)

• Expectile depth: theory and computation for bivariate datasets
• Weighted-mean trimming of multivariate data
• Depth level set estimation and associated risk measures
• Piecewise weighted mean functions and histograms
• Stochastic linear programming with a distortion risk constraint
• A general solution for robust linear programs with distortion risk constraints

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