Confidence Sets for the Aumann Mean of a Random Closed Set

نویسندگان

  • Raffaello Seri
  • Christine Choirat
چکیده

The objective of this paper is to develop a set of reliable methods to build confidence sets for the Aumann mean of a random closed set estimated through the Minkowski empirical mean. In order to do so, we introduce a procedure to build a confidence set based on Weil’s result for the Hausdorff distance between the empirical and the Aumann means; then, we introduce another procedure based on the support function.

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تاریخ انتشار 2004