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.