Weighted-mean regions of a probability distribution

Rainer Dyckerhoff and Karl Mosler

Statistics & Probability Letters, 2012, vol. 82, issue 2, 318-325

Abstract: In this paper we investigate a new class of central regions for probability distributions on Rd, called weighted-mean regions. Their restrictions to an empirical distribution are the weighted-mean trimmed regions investigated by Dyckerhoff and Mosler (2011) for d-variate data. Furthermore a new class of stochastic orderings of variability, the weighted-mean orderings, is introduced.

Keywords: Central regions; Continuous trimming; Lift zonoid regions; Expected convex hull; Variability order (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (5)

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DOI: 10.1016/j.spl.2011.10.011

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