Confidence sets for the aumann mean of a random closed set

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Abstract

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. © Springer-Verlag Berlin Heidelberg 2004.

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Seri, R., & Choirat, C. (2004). Confidence sets for the aumann mean of a random closed set. Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 3045, 298–307. https://doi.org/10.1007/978-3-540-24767-8_31

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