Consistency of the α-trimming of a probability. Applications to central regions
Cascos, Ignacio ; López-Díaz, Miguel
Bernoulli, Tome 14 (2008) no. 1, p. 580-592 / Harvested from Project Euclid
The sequence of α-trimmings of empirical probabilities is shown to converge, in the Painlevé–Kuratowski sense, on the class of probability measures endowed with the weak topology, to the α-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.
Publié le : 2008-05-15
Classification:  α-trimming of a probability,  depth-trimmed regions,  integral trimmed regions,  weak topology
@article{1208872119,
     author = {Cascos, Ignacio and L\'opez-D\'\i az, Miguel},
     title = {Consistency of the $\alpha$-trimming of a probability. Applications to central regions},
     journal = {Bernoulli},
     volume = {14},
     number = {1},
     year = {2008},
     pages = { 580-592},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1208872119}
}
Cascos, Ignacio; López-Díaz, Miguel. Consistency of the α-trimming of a probability. Applications to central regions. Bernoulli, Tome 14 (2008) no. 1, pp.  580-592. http://gdmltest.u-ga.fr/item/1208872119/