The expected convex hull trimmed regions of a sample

DOI10.1007/S00180-007-0095-3MaRDI QIDQ964641zbMATH OpenOpenAlexFDO

Authors Ignacio Casos

Publication date 22 April 2010

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10016/513

zbMATH Keywords

random sets

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Geometric probability and stochastic geometry (60D05)

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Cites work

• scientific article; zbMATH DE number 4032498 (Why is no real title available?)
• Coherent measures of risk
• Computing depth contours of bivariate point clouds
• Descriptive statistics for multivariate distributions
• Descriptive statistics for non-parametric models. III: Dispersion
• Descriptive statistics for nonparametric models. II: Location
• General notions of statistical depth function.
• Halfplane trimming for bivariate distributions
• Integral trimmed regions
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Multivariate risks and depth-trimmed regions
• Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions
• On a notion of data depth based on random simplices
• Structural properties and convergence results for contours of sample statistical depth functions.
• Theory of Random Sets
• Vector-valued coherent risk measures
• Zonoid trimming for multivariate distributions

Cited in

(9)

• Computing halfspace depth contours based on the idea of a circular sequence
• 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 \(d>2\)
• Weighted-mean trimming of multivariate data
• Exactly computing bivariate projection depth contours and median
• Depth and outliers for samples of sets and random sets distributions
• scientific article; zbMATH DE number 2129935 (Why is no real title available?)

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