Best approximations to random variables based on trimming procedures

Let X be a R n -valued random variable; for a class of suitable nondecreasing functions Φ: R + → R + and α ϵ (0, 1), a family of best approximations to X based on trimming procedures is obtained. Existence and a characterization which relates the best approximations and the best trimming sets are ob...

Full description

Saved in:
Bibliographic Details
Published inJournal of approximation theory Vol. 64; no. 2; pp. 162 - 180
Main Author Gordaliza, Alfonso
Format Journal Article
LanguageEnglish
Published Brugge Elsevier Inc 01.02.1991
Academic Press
Subjects
Exact sciences and technology
Mathematical foundations
Mathematics
Probability and statistics
Sciences and techniques of general use
Statistics
Monotonic function
Best approximation
Multidimensional space
Random variable
Uniqueness
Online AccessGet full text

Cover

More Information
Summary:Let X be a R n -valued random variable; for a class of suitable nondecreasing functions Φ: R + → R + and α ϵ (0, 1), a family of best approximations to X based on trimming procedures is obtained. Existence and a characterization which relates the best approximations and the best trimming sets are obtained. The problem of uniqueness is studied for real valued random variables.
ISSN:0021-9045
1096-0430
DOI:10.1016/0021-9045(91)90072-I