The asymptotic distribution of trimmed sums

DOI10.1214/AOP/1176991780zbMath0647.62030OpenAlexW2013270557MaRDI QIDQ1104657

Erich Haeusler, Sándor Csörgö, David M. Mason

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991780

zbMATH Keywords

order statisticsasymptotic normalitynecessary and sufficient conditiontrimmed sumsstochastic compactnessexistence of normalizing constants

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (25)

Limit laws of modulus trimmed sums ⋮ ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS ⋮ Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution. ⋮ ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS ⋮ Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics ⋮ Approximation to the expectation of a function of order statistics and its applications ⋮ A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance ⋮ Asymptotic distributions for a class of generalized \(L\)-statistics ⋮ Cramér-type moderate deviations for intermediate trimmed means ⋮ The asymptotic distribution of magnitude-Winsorized sums via self- normalization ⋮ Defining extremes and trimming by minimum covering sets ⋮ Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics ⋮ On Berry-Esseen type bounds and asymptotic expansions for slightly trimmed means ⋮ Asymptotics of trimmed CUSUM statistics ⋮ Self-normalized Cramér-type large deviations for independent random variables. ⋮ The central limit theorem for sums of trimmed variables with heavy tails ⋮ A family of test statistics for DMRL (IMRL) alternatives ⋮ Inequalities for quantile functions with a uniform studentized clt that includes trimming ⋮ The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class ⋮ Limit theorems for trimmed sums ⋮ Asymptotic distributions of non-degenerate U-statistics on trimmed samples ⋮ Non-Gaussian limit distributions forU-statistics based on trimmed and Winsorized samples ⋮ Estimating the mean of a heavy tailed distribution ⋮ A probabilistic approach to domains of partial attraction ⋮ Asymptotic distributions of linear combinations of intermediate order statistics

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