Consistency of the α-trimming of a probability. Applications to central regions
Ignacio Cascos and Miguel López-Díaz
Source: Bernoulli
Volume 14, Number 2
(2008), 580-592.
Abstract
The sequence of α-trimmings of empirical probabilities is shown to converge, in the Painlevé–Kuratowski sense, on the class of probability measures endowed with the weak topology, to the α-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.
Keywords: α-trimming of a probability; depth-trimmed regions; integral trimmed regions; weak topology
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.bj/1208872119
Digital Object Identifier: doi:10.3150/07-BEJ109
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