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The expected convex hull trimmed regions of a sample

  • Cascos, Ignacio
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    Given a data set in the multivariate Euclidean space, we study regions of central points built by averaging all their subsets with a fixed number of elements. The averaging of these sets is performed by appropriately scaling the Minkowski or elementwise summation of their convex hulls. The volume of such central regions is proposed as a multivariate scatter estimate and a circular sequence algorithm to compute the central regions of a bivariate data set is described.

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    File URL: http://e-archivo.uc3m.es/bitstream/handle/10016/513/ws066919.pdf?sequence=1
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    Paper provided by Universidad Carlos III de Madrid. Departamento de Estadística in its series DES - Working Papers. Statistics and Econometrics. WS with number ws066919.

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    Date of creation: Dec 2006
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    Handle: RePEc:cte:wsrepe:ws066919
    Contact details of provider: Web page: http://portal.uc3m.es/portal/page/portal/dpto_estadistica

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    1. Molchanov, Ilya & Cascos, Ignacio, 2006. "Multivariate risks and depth-trimmed regions," DES - Working Papers. Statistics and Econometrics. WS ws063815, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Masse, J. C. & Theodorescu, R., 1994. "Halfplane Trimming for Bivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 48(2), pages 188-202, February.
    3. Elyés Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued coherent risk measures," Finance and Stochastics, Springer, vol. 8(4), pages 531-552, November.
    4. Ruts, Ida & Rousseeuw, Peter J., 1996. "Computing depth contours of bivariate point clouds," Computational Statistics & Data Analysis, Elsevier, vol. 23(1), pages 153-168, November.
    5. Cascos, Ignacio & López-Díaz, Miguel, 2005. "Integral trimmed regions," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 404-424, October.
    6. K. Mosler, 2003. "Central regions and dependency," Econometrics 0309004, EconWPA.
    7. repec:dau:papers:123456789/353 is not listed on IDEAS
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