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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....
Persistent link: https://www.econbiz.de/10011042053
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...
Persistent link: https://www.econbiz.de/10005093916
It is known that each symmetric stable distribution in is related to a norm on that makes embeddable in Lp([0,1]). In the case of a multivariate Cauchy distribution the unit ball in this norm is the polar set to a convex set in called a zonoid. This work interprets symmetric stable laws using...
Persistent link: https://www.econbiz.de/10008521127