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Trimmed regions induced by parameters of a probability

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  • Cascos, Ignacio
  • López-Díaz, Miguel

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.

Suggested Citation

  • Cascos, Ignacio & López-Díaz, Miguel, 2012. "Trimmed regions induced by parameters of a probability," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 306-318.
    • Handle: RePEc:eee:jmvana:v:107:y:2012:i:c:p:306-318
    DOI: 10.1016/j.jmva.2012.01.024
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    References listed on IDEAS

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    1. Cascos, Ignacio & López-Díaz, Miguel, 2005. "Integral trimmed regions," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 404-424, October.
    2. Alvarez-Esteban, Pedro Cesar & del Barrio, Eustasio & Cuesta-Albertos, Juan Antonio & Matran, Carlos, 2008. "Trimmed Comparison of Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 697-704, June.
    3. Dyckerhoff, Rainer & Mosler, Karl, 2011. "Weighted-mean trimming of multivariate data," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 405-421, March.
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    Cited by:

    1. Ignacio Cascos, 2021. "Simultaneous monitoring of origin and scale in left-bounded processes via depth," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(4), pages 649-673, December.

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