| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6870522 | Computational Statistics & Data Analysis | 2014 | 15 Pages |
Abstract
The objective is to develop a reliable method to build confidence sets for the Aumann mean of a random closed set as estimated through the Minkowski empirical mean. First, a general definition of the confidence set for the mean of a random set is provided. Then, a method using a characterization of the confidence set through the support function is proposed and a bootstrap algorithm is described, whose performance is investigated in Monte Carlo simulations.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Christine Choirat, Raffaello Seri,