On the limit distributions of lightly trimmed sums

DOI10.1017/S0305004100062447zbMath0552.60018MaRDI QIDQ3345495

Toshio Mori

Publication date: 1984

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

lightly trimmed sum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (20)

Limit laws of modulus trimmed sums ⋮ Tightness and convergence of trimmed Lévy processes to normality at small times ⋮ ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS ⋮ The influence of extremes on the law of the iterated logarithm ⋮ A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables ⋮ Random deletion does not affect asymptotic normality or quadratic negligibility ⋮ Trimmed stable AR(1) processes ⋮ Multi-normex distributions for the sum of random vectors. Rates of convergence ⋮ The asymptotic distribution of magnitude-Winsorized sums via self- normalization ⋮ Defining extremes and trimming by minimum covering sets ⋮ Asymptotics of trimmed CUSUM statistics ⋮ Normex, a new method for evaluating the distribution of aggregated heavy tailed risks ⋮ The central limit theorem for sums of trimmed variables with heavy tails ⋮ Convergence of trimmed Lévy processes to trimmed stable random variables at 0 ⋮ Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II ⋮ The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class ⋮ Trimmed sums of i.i.d. Banach space valued random variables ⋮ Relative stability of trimmed sums ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes ⋮ A LIL and limit distributions for trimmed sums of random vectors attracted to operator semi-stable laws

Cites Work

• Unnamed Item
• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
• A generalization of poisson point processes with application to a classical limit theorem
• On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law
• Convergence rates in the law of large numbers when extreme terms are excluded
• The Influence of the Maximum Term in the Addition of Independent Random Variables

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