An Exact Algorithm for Weighted-Mean Trimmed Regions in Any Dimension

Trimmed regions are a powerful tool of multivariate data analysis. They describe a probability distribution in Euclidean d-space regarding location, dispersion, and shape, and they order multivariate data with respect to their centrality. Dyckerhoff and Mosler (2011) have introduced the class of wei...

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Bibliographic Details
Main Authors: Pael Bazovkin, Karl Mosler
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2012-04-01
Series:Journal of Statistical Software
Subjects:
C++
R
Online Access:http://www.jstatsoft.org/v47/i13/paper