Consistency of the $\alpha$-trimming of a probability. Applications to central regions

Abstract

The sequence of $\alpha$-trimmings of empirical probabilities is shown to converge, in the Painlev\'{e}--Kuratowski sense, on the class of probability measures endowed with the weak topology, to the $\alpha$-trimming of the population probability. Such a result is applied to the study of the asymptotic behaviour of central regions based on the trimming of a probability.