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...
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Published in | Journal of approximation theory Vol. 64; no. 2; pp. 162 - 180 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Brugge
Elsevier Inc
01.02.1991
Academic Press |
Subjects | |
Online Access | Get full text |
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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. |
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ISSN: | 0021-9045 1096-0430 |
DOI: | 10.1016/0021-9045(91)90072-I |