Journal article icon

Journal article

Similarity of samples and trimming

Abstract:
We say that two probabilities are similar at level $\alpha$ if they are contaminated versions (up to an $\alpha$ fraction) of the same common probability. We show how this model is related to minimal distances between sets of trimmed probabilities. Empirical versions turn out to present an overfitting effect in the sense that trimming beyond the similarity level results in trimmed samples that are closer than expected to each other. We show how this can be combined with a bootstrap approach to assess similarity from two data samples.

Actions


Access Document


Publisher copy:
10.3150/11-BEJ351
Journal:
Bernoulli More from this journal
Volume:
18
Issue:
2
Pages:
606-634
Publication date:
2012-05-09
DOI:
ISSN:
1350-7265
Language:
English
Keywords:
Pubs id:
pubs:410627
UUID:
uuid:8b23b0e8-a6dc-4f9a-a60f-29bd0bbb6830
Local pid:
pubs:410627
Source identifiers:
410627
Deposit date:
2013-11-16

Terms of use


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP