Consistency of the α-trimming of a probability. Applications to central regions

被引：4

作者：

Cascos, Ignacio ^{[1
]}

Lopez-Dia, Miguel ^{[2
,3
]}

机构：

[1] Univ Carlos III Madrid, Dept Estadist, E-28911 Madrid, Spain

[2] Univ Oviedo, Fac Ciencias, Dept Estadist, E-33007 Oviedo, Spain

[3] Univ Oviedo, Fac Ciencias, IO & DM, E-33007 Oviedo, Spain

来源：

BERNOULLI | 2008年 / 14卷 / 02期

关键词：

alpha-trimming of a probability; depth-trimmed regions; integral trimmed regions; weak topology;

D O I：

10.3150/07-BEJ109

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The sequence of alpha-trimmings of empirical probabilities is shown to converge, in the Painleve-Kuratowski sense, on the class of probability measures endowed with the weak topology, to the alpha-trimming of the population probability. Such a result is applied to the study of the asymptotic behaviour of central regions based on the trimming of a probability.

引用

页码：580 / 592

页数：13

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