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Assessing when a sample is mostly normal

Abstract: The use of trimming procedures constitutes a natural approach to robustifying statistical methods. This is the case of goodness-of-fit tests based on a distance, which can be modified by choosing trimmed versions of the distributions minimizing that distance. The L2 -Wasserstein distance is used to introduce the trimming methodology for assessing when a data sample can be considered mostly normal. The method can be extended to other location and scale models, introducing a robust approach to model validation, and allows an additional descriptive analysis by determining the subset of the data with the best improved fit to the model. This is a consequence of the use of data-driven trimming methods instead of the more classical symmetric trimming procedures.

Otras publicaciones de la misma revista o congreso con autores/as de la Universidad de Cantabria

 Autoría: Alvarez-Esteban P., Del Barrio E., Cuesta-Albertos J., Matrn C.,

 Fuente: Computational Statistics and Data Analysis, 2010, 54(12), 2914-2925

Editorial: Elsevier

 Fecha de publicación: 01/12/2010

Nº de páginas: 12

Tipo de publicación: Artículo de Revista

 DOI: 10.1016/j.csda.2009.12.004

ISSN: 0167-9473,1872-7352

 Proyecto español: MTM2008-06067-C02-01

Url de la publicación: https://doi.org/10.1016/j.csda.2009.12.004

Autoría

ÁLVAREZ-ESTEBAN, PEDRO C.

BARRIO, EUSTASIO DEL