Weighted-mean trimming of multivariate data

DOI10.1016/J.JMVA.2010.10.002zbMATH Open1207.62107OpenAlexW2091327673MaRDI QIDQ631607FDOQ631607

Authors: Rainer Dyckerhoff, Karl 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

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zbMATH Keywords

data depthlaw of large numberscentral regionscontinuous trimmingexpected convex hulllift zonoid regions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

Cites Work

• Title not available (Why is that?)
• A General Qualitative Definition of Robustness
• 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.
• Data depths satisfying the projection property
• Data depth: multivariate statistics and geometry
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• On a notion of data depth based on random simplices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Structural properties and convergence results for contours of sample statistical depth functions.
• Computing zonoid trimmed regions of bivariate data sets
• Inequalities: theory of majorization and its applications
• Computing zonoid trimmed regions of dimension \(d>2\)
• The expected convex hull trimmed regions of a sample
• A strong law for linear functions of order statistics
• Weighted-mean regions of a probability distribution
• Multivariate risks and depth-trimmed regions

Cited In (14)

• Generalized and robustified empirical depths for multivariate data
• Expectile depth: theory and computation for bivariate datasets
• Trimmed regions induced by parameters of a probability
• Weighted-mean regions of a probability distribution
• Computing zonoid trimmed regions of dimension \(d>2\)
• The expected convex hull trimmed regions of a sample
• On similarity of the sample projection depth contours and its application
• Deepest voting: a new way of electing
• A multivariate parallelogram and its application to multivariate trimmed means
• Choosing among notions of multivariate depth statistics
• Stochastic linear programming with a distortion risk constraint
• Integral trimmed regions
• Computing zonoid trimmed regions of bivariate data sets
• A general solution for robust linear programs with distortion risk constraints

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