Weighted-mean trimming of multivariate data
From MaRDI portal
Publication:631607
DOI10.1016/j.jmva.2010.10.002zbMath1207.62107MaRDI QIDQ631607
Rainer Dyckerhoff, Karl C. Mosler
Publication date: 14 March 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.10.002
law of large numbers; data depth; central regions; continuous trimming; expected convex hull; lift zonoid regions
62H10: Multivariate distribution of statistics
62H12: Estimation in multivariate analysis
62G30: Order statistics; empirical distribution functions
60F15: Strong limit theorems
52A22: Random convex sets and integral geometry (aspects of convex geometry)
Related Items
Trimmed regions induced by parameters of a probability, Weighted-mean regions of a probability distribution, Stochastic linear programming with a distortion risk constraint, A general solution for robust linear programs with distortion risk constraints, Generalized and robustified empirical depths for multivariate data, Expectile depth: theory and computation for bivariate datasets, Deepest voting: a new way of electing, Choosing among notions of multivariate depth statistics
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Weighted-mean regions of a probability distribution
- Multivariate dispersion, central regions and depth. The lift zonoid approach
- On a notion of data depth based on random simplices
- Computing zonoid trimmed regions of dimension \(d>2\)
- The expected convex hull trimmed regions of a sample
- Multivariate risks and depth-trimmed regions
- A strong law for linear functions of order statistics
- Zonoid trimming for multivariate distributions
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- General notions of statistical depth function.
- Structural properties and convergence results for contours of sample statistical depth functions.
- Data depths satisfying the projection property
- Computing zonoid trimmed regions of bivariate data sets
- A General Qualitative Definition of Robustness
- Inequalities: theory of majorization and its applications