The central limit problem for trimmed sums

DOI10.1017/S0305004100067359zbMath0631.60026MaRDI QIDQ3768082

Philip S. Griffin, William E. Pruitt

Publication date: 1987

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

zbMATH Keywords

central limit theoremtrimmed sumsmixtures of the standard normalmoderate trimming

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (18)

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 ⋮ ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS ⋮ Approximation to the expectation of a function of order statistics and its applications ⋮ A nonparametric repeated significance test with adaptive target sample size ⋮ Some observations on the KMT dyadic scheme ⋮ Trimmed stable AR(1) processes ⋮ The asymptotic distribution of magnitude-Winsorized sums via self- normalization ⋮ Defining extremes and trimming by minimum covering sets ⋮ A note on functional CLT for truncated sums. ⋮ Asymptotics of trimmed CUSUM statistics ⋮ On the central limit theorem for modulus trimmed sums ⋮ The central limit theorem for sums of trimmed variables with heavy tails ⋮ Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II ⋮ The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class ⋮ On the functional CLT for partial sums of truncated bounded from below random variables

Cites Work

• Unnamed Item
• What portion of the sample makes a partial sum asymptotically stable or normal?
• The asymptotic distribution of the trimmed mean
• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
• On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law
• The Influence of the Maximum Term in the Addition of Independent Random Variables

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