Similarity of samples and trimming

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 overfitti...

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Bibliographic Details
Main Authors: Álvarez-Esteban, P, Barrio, E, Cuesta-Albertos, J, Matrán, C
Format: Journal article
Language:English
Published: 2012