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...
Main Authors: | Álvarez-Esteban, P, Barrio, E, Cuesta-Albertos, J, Matrán, C |
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Format: | Journal article |
Sprog: | English |
Udgivet: |
2012
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