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
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
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页码:580 / 592
页数:13
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