Weighted-mean regions of a probability distribution

DOI10.1016/j.spl.2011.10.011zbMath1239.62059OpenAlexW2001341180MaRDI QIDQ419230

Rainer Dyckerhoff, Karl C. 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

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

Related Items (5)

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

Cites Work

• Unnamed Item
• Weighted-mean trimming of multivariate data
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• Stochastic orders
• The expected convex hull trimmed regions of a sample
• Stochastic inequalities on partially ordered spaces
• Comonotonicity, correlation order and premium principles
• Zonoid trimming for multivariate distributions
• Structural properties and convergence results for contours of sample statistical depth functions.
• Data depths satisfying the projection property

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