Trimmed regions induced by parameters of a probability

Ignacio Cascos and Miguel López-Díaz

Journal of Multivariate Analysis, 2012, vol. 107, issue C, 306-318

Abstract: Consider any kind of parameter for a probability distribution and a fixed distribution. We study the subsets of the parameter space constituted by all the parameters of the probabilities in the α-trimming of the fixed distribution. These sets will be referred to as parameter trimmed regions. They are composed of all parameter candidates whose degree of suitability as such a parameter for the distribution is, at least, a specific value α.

Keywords: α-trimming of a probability; Depth function; Location-scale depth; Quantile trimming; Zonoid trimming (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.jmva.2012.01.024

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