A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables

DOI10.1016/0196-8858(88)90016-4zbMath0657.60029OpenAlexW2014910687MaRDI QIDQ1110899

Sándor Csörgö, David M. Mason, Erich Haeusler

Publication date: 1988

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(88)90016-4

zbMATH Keywords

domain of attractionsumsinfinitely divisible lawasymptotic distribution of lightly trimmedpartial attraction

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (32)

Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes ⋮ Tightness and convergence of trimmed Lévy processes to normality at small times ⋮ ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS ⋮ Limit distributions of Studentized means. ⋮ Merging of linear combinations to semistable laws ⋮ Convergence in distribution of lightly trimmed and untrimmed sums are equivalent ⋮ An approximation to infinitely divisible laws ⋮ The domain of partial attraction of a Poisson law ⋮ An almost sure functional limit theorem for the domain of geometric partial attraction of semistable laws ⋮ 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 ⋮ When is the Student \(t\)-statistic asymptotically standard normal? ⋮ A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games ⋮ A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance ⋮ Multi-normex distributions for the sum of random vectors. Rates of convergence ⋮ The influence of sequential extremal processes on the partial sum process ⋮ How do bootstrap and permutation tests work? ⋮ Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics ⋮ Asymptotics of trimmed CUSUM statistics ⋮ The central limit theorem for sums of trimmed variables with heavy tails ⋮ Intermediate- and extreme-sum processes ⋮ A family of test statistics for DMRL (IMRL) alternatives ⋮ Inequalities for quantile functions with a uniform studentized clt that includes trimming ⋮ Estimating the mean of a heavy tailed distribution ⋮ Refining the central limit theorem approximation via extreme value theory ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes ⋮ A probabilistic approach to domains of partial attraction ⋮ Linear rank statistics, finite sampling, permutation tests and Winsorizing ⋮ On the rate of convergence of sums of extremes to a stable law ⋮ Merging asymptotic expansions for semistable random variables ⋮ Asymptotic distributions of linear combinations of intermediate order statistics ⋮ The asymptotic distribution of self-normalized triangular arrays

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