Trimmed regions induced by parameters of a probability

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.

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Year of publication:	2012
Authors:	Cascos, Ignacio ; López-Díaz, Miguel
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 107.2012, C, p. 306-318
Publisher:	Elsevier
Subject:	α-trimming of a probability \| Depth function \| Location-scale depth \| Quantile trimming \| Zonoid trimming

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011042053