Weighted-mean trimming of multivariate data

DOI10.1016/j.jmva.2010.10.002zbMath1207.62107OpenAlexW2091327673MaRDI 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

zbMATH Keywords

law of large numbersdata depthcentral 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)

Related Items (8)

Deepest voting: a new way of electing ⋮ Choosing among notions of multivariate depth statistics ⋮ Trimmed regions induced by parameters of a probability ⋮ Weighted-mean regions of a probability distribution ⋮ Generalized and robustified empirical depths for 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

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