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The expected convex hull trimmed regions of a sample

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  • Cascos Fernández, Ignacio

Abstract

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.

Suggested Citation

  • Cascos Fernández, Ignacio, 2006. "The expected convex hull trimmed regions of a sample," DES - Working Papers. Statistics and Econometrics. WS ws066919, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws066919
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    References listed on IDEAS

    as
    1. Cascos, Ignacio & López-Díaz, Miguel, 2005. "Integral trimmed regions," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 404-424, October.
    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. Karl Mosler, 2003. "Central Regions and Dependency," Methodology and Computing in Applied Probability, Springer, vol. 5(1), pages 5-21, March.
    4. Elyés Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued coherent risk measures," Finance and Stochastics, Springer, vol. 8(4), pages 531-552, November.
    5. Ignacio Cascos & Ilya Molchanov, 2006. "Multivariate risks and depth-trimmed regions," Papers math/0606520, arXiv.org, revised Nov 2006.
    6. 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.
    7. Cascos Fernández, Ignacio & Molchanov, Ilya, 2006. "Multivariate risks and depth-trimmed regions," DES - Working Papers. Statistics and Econometrics. WS ws063815, Universidad Carlos III de Madrid. Departamento de Estadística.
    8. repec:dau:papers:123456789/353 is not listed on IDEAS
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