The asymptotic distribution of trimmed sums

DOI10.1214/AOP/1176991780zbMATH Open0647.62030OpenAlexW2013270557MaRDI QIDQ1104657FDOQ1104657

Authors: Sándor Csörgő, Erich Haeusler, 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

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zbMATH Keywords

asymptotic normalityorder statisticstrimmed sumsnecessary and sufficient conditionstochastic 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)

Cited In (44)

• Asymptotic distributions of non-degenerate U-statistics on trimmed samples
• A functional limit theorem for trimmed sums
• 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
• The Effect of Trimming on the Strong Law of Large Numbers
• Limit theorems for trimmed sums
• Convergence rate of distributions of trimmed sums
• Title not available (Why is that?)
• Asymptotic distributions of linear combinations of intermediate order statistics
• What portion of the sample makes a partial sum asymptotically stable or normal?
• Title not available (Why is that?)
• Approximation to the expectation of a function of order statistics and its applications
• Relative stability of trimmed sums
• A family of test statistics for DMRL (IMRL) alternatives
• Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
• Limit laws of modulus trimmed sums
• A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance
• The asymptotic distribution of a random product of trimmed sums
• Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
• On Berry-Esseen type bounds and asymptotic expansions for slightly trimmed means
• ℒ¹-Limit of Trimmed Sums of Order Statistics from Location-Scale Distributions with Applications to Type II Censored Data Analysis
• Asymptotic behavior of trimmed sums
• A probabilistic approach to domains of partial attraction
• Asymptotic distribution of the product of trimmed sums
• Self-normalized Cramér-type large deviations for independent random variables.
• Non-Gaussian limit distributions forU-statistics based on trimmed and Winsorized samples
• Title not available (Why is that?)
• The asymptotic distribution of magnitude-Winsorized sums via self- normalization
• Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits
• Inequalities for quantile functions with a uniform studentized clt that includes trimming
• Estimating the mean of a heavy tailed distribution
• A complete solution for weak convergence of heavily trimmed sums
• Defining extremes and trimming by minimum covering sets
• The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class
• The asymptotic distribution of the trimmed mean
• Cramér-type moderate deviations for intermediate trimmed means
• Asymptotic distributions for a class of generalized \(L\)-statistics
• Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics
• Convergence in distribution of lightly trimmed and untrimmed sums are equivalent
• ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Asymptotic normality of U-statistics based on trimmed samples
• Title not available (Why is that?)

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