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...

Ausführliche Beschreibung

Bibliographische Detailangaben
Hauptverfasser: Álvarez-Esteban, P, Barrio, E, Cuesta-Albertos, J, Matrán, C
Format: Journal article
Sprache:English
Veröffentlicht: 2012