| dc.contributor.author | Álvarez Esteban, Pedro César | |
| dc.contributor.author | Barrio Tellado, Eustasio del | |
| dc.contributor.author | Cuesta Albertos, Juan Antonio | |
| dc.contributor.author | Matran Bea, Carlos | |
| dc.contributor.other | Universidad de Cantabria | es_ES |
| dc.date.accessioned | 2023-08-17T11:33:57Z | |
| dc.date.available | 2023-08-17T11:33:57Z | |
| dc.date.issued | 2012-05 | |
| dc.identifier.issn | 1350-7265 | |
| dc.identifier.issn | 1573-9759 | |
| dc.identifier.other | MTM2008-06067-C02-01 | es_ES |
| dc.identifier.uri | https://hdl.handle.net/10902/29685 | |
| dc.description.abstract | We say that two probabilities are similar at level a if they are contaminated versions (up to an a 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 overfitting effect in the sense that trimming beyond the similarity level results in trimmed samples that are closer than expected to each other. We show how this can be combined with a bootstrap approach to assess similarity from two data samples. | es_ES |
| dc.description.sponsorship | Research partially supported by the Spanish Ministerio de Ciencia e Innovación,
Grant MTM2008-06067-C02-01, and 02 and by the Consejería de Educación y Cultura de la
Junta de Castilla y León, GR150.
The authors would like to thank two anonymous referees for their careful reading of the
manuscript, their suggestions and the pointers to relevant references that helped us to greatly
improve our original version. | es_ES |
| dc.format.extent | 29 p. | es_ES |
| dc.language.iso | eng | es_ES |
| dc.publisher | International Statistical Institute; Chapman and Hall | es_ES |
| dc.rights | © 2012 ISI/BS | es_ES |
| dc.source | Bernoulli, 2012,
18(2), 606-634 | es_ES |
| dc.subject.other | Asymptotics | es_ES |
| dc.subject.other | Bootstrap | es_ES |
| dc.subject.other | Consistency | es_ES |
| dc.subject.other | Mass transportation problem | es_ES |
| dc.subject.other | Over-fitting | es_ES |
| dc.subject.other | Robustness | es_ES |
| dc.subject.other | Similarity of distributions | es_ES |
| dc.subject.other | Trimmed probability | es_ES |
| dc.subject.other | Wasserstein distance | es_ES |
| dc.title | Similarity of samples and trimming | es_ES |
| dc.type | info:eu-repo/semantics/article | es_ES |
| dc.relation.publisherVersion | https://doi.org/10.3150/11-BEJ351 | es_ES |
| dc.rights.accessRights | openAccess | es_ES |
| dc.identifier.DOI | 10.3150/11-BEJ351 | |
| dc.type.version | publishedVersion | es_ES |
