Multivariate Dispersion, Central Regions, and Depth

Name: Multivariate Dispersion, Central Regions, and Depth
Brand: Springer-Verlag New York Inc.
SKU: 9780387954127
Price: 550.51 RON
Availability: InStock

The Lift Zonoid Approach

Autor: Karl Mosler

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Editura: Springer-Verlag New York Inc.

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The lift zonoid approach is based on a new representation of probability measures: a d-variate proba...

Informații despre carte

Autor

Karl Mosler

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2002

Pagini

292

EAN

9780387954127

ISBN

0387954120

Enbook ID

01384395

Editura

Springer-Verlag New York Inc.

Greutate

980

Dimensiuni

155 x 235 x 17

Descriere completă

The lift zonoid approach is based on a new representation of probability measures: a d-variate probability measure is represented by a convex set, its lift zonoid. First, lift zonoids are useful in data analysis to describe an empirical distribution by central (so-called trimmed) regions. They give rise to a concept of data depth related to the mean which is also useful in nonparametric tests for location and scale. Second, for comparing random vectors, the set inclusion of lift zonoids defines a stochastic order that reflects the dispersion of random vectors. This has many applications to stochastic comparison problems in economics and other fields. This monograph is the first account in book form of the theory of lift zonoids and demonstrates its usefulness in multivariate analysis. Chapter 1 offers the reader an informal introduction to basic ideas, Chapter 2 presents a comprehensive investigation into the theory. The remaining seven chapters treat various applications of th e lift zonoid approach and may be separately studied. Readers are assumed to have a firm grounding in probability at the graduate level. Karl Mosler is Professor of Statistics and Econometrics at the University of Cologne. He is Editor of the Allgemeines Statistisches Archive, Journal of the German Statistical Society, and has authored numerous research articles and four books (all with Springer-Verlag) in statistics and operations research.

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Multivariate Dispersion, Central Regions, and Depth

The Lift Zonoid Approach

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