Weighted-mean regions of a probability distribution
AbstractIn this paper we investigate a new class of central regions for probability distributions on Rd, called weighted-mean regions. Their restrictions to an empirical distribution are the weighted-mean trimmed regions investigated by Dyckerhoff and Mosler (2011) for d-variate data. Furthermore a new class of stochastic orderings of variability, the weighted-mean orderings, is introduced.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 82 (2012)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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