Weighted-mean trimming of multivariate data

DOI10.1016/J.JMVA.2010.10.002MaRDI QIDQ631607zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3814037 (Why is no real title available?)
• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
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• Computing zonoid trimmed regions of dimension \(d>2\)
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• Inequalities: theory of majorization and its applications
• 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
• On a notion of data depth based on random simplices
• Structural properties and convergence results for contours of sample statistical depth functions.
• The expected convex hull trimmed regions of a sample
• Weighted-mean regions of a probability distribution
• Zonoid trimming for multivariate distributions

Cited in

(14)

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

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