4 citations · 4 across the 2 of their papers we have counts for
2 papers
math.ST2008★ 4 cited
Consistency of the -trimming of a probability. Applications to central regions
Ignacio Cascos, Miguel López-Díaz
The sequence of -trimmings of empirical probabilities is shown to converge, in the Painlevé--Kuratowski sense, on the class of probability measures endowed with the weak topolog…
math.PR2006
Multivariate risks and depth-trimmed regions
Ignacio Cascos, Ilya Molchanov
We describe a general framework for measuring risks, where the risk measure takes values in an abstract cone. It is shown that this approach naturally includes the classical risk m…