Nolan, D. - In: Stochastic Processes and their Applications 42 (1992) 1, pp. 157-169
One version of multivariate trimming is the operation that intersects all halfspaces with probability content 1-[alpha] or greater. The result is a [alpha]-trimmed convex set, and this set is stochastic when the empirical distribution of a sample determines the probability content of the...