The asymptotic distribution of trimmed sums
From MaRDI portal
Publication:1104657
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
order statisticsasymptotic normalitynecessary and sufficient conditiontrimmed sumsstochastic compactnessexistence of normalizing constants
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)
Related Items
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