Integral trimmed regions

Ignacio Cascos and Miguel López-Díaz

Journal of Multivariate Analysis, 2005, vol. 96, issue 2, 404-424

Abstract: We define a new family of central regions with respect to a probability measure. They are induced by a set or a family of sets of functions and we name them integral trimmed regions. The halfspace trimming and the zonoid trimming are particular cases of integral trimmed regions. We focus our work on the derivation of properties of such integral trimmed regions from conditions satisfied by the generating classes of functions. Further we show that, under mild conditions, the population integral trimmed region of a given depth can be characterized in terms of certain regions based on empirical distributions.

Keywords: Depth; function; Halfspace; trimming; Trimmed; region; Zonoid; trimming (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (5)

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