The asymptotic distribution of trimmed sums

DOI10.1214/AOP/1176991780MaRDI QIDQ1104657zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(44)

• The asymptotic distribution of a random product of trimmed sums
• A complete solution for weak convergence of heavily trimmed sums
• Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
• The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Limit laws of modulus trimmed sums
• scientific article; zbMATH DE number 205771 (Why is no real title available?)
• Defining extremes and trimming by minimum covering sets
• Asymptotic distributions of linear combinations of intermediate order statistics
• Asymptotics of trimmed CUSUM statistics
• Non-Gaussian limit distributions for \(U\)-statistics based on trimmed and winsorized samples
• ℒ¹-Limit of Trimmed Sums of Order Statistics from Location-Scale Distributions with Applications to Type II Censored Data Analysis
• A probabilistic approach to domains of partial attraction
• The asymptotic distribution of magnitude-Winsorized sums via self- normalization
• A family of test statistics for DMRL (IMRL) alternatives
• The central limit theorem for sums of trimmed variables with heavy tails
• Asymptotic distributions for a class of generalized \(L\)-statistics
• A weighted approximation approach to the study of the empirical Wasserstein distance
• Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits
• Asymptotic distributions of non-degenerate U-statistics on trimmed samples
• The asymptotic distribution of the trimmed mean
• Inequalities for quantile functions with a uniform studentized clt that includes trimming
• What portion of the sample makes a partial sum asymptotically stable or normal?
• Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics
• A functional limit theorem for trimmed sums
• Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
• Estimation and inference for moments of ratios with robustness against large trimming bias
• Asymptotic distribution of the product of trimmed sums
• scientific article; zbMATH DE number 679741 (Why is no real title available?)
• Approximation to the expectation of a function of order statistics and its applications
• Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution.
• scientific article; zbMATH DE number 817502 (Why is no real title available?)
• scientific article; zbMATH DE number 4098501 (Why is no real title available?)
• Convergence rate of distributions of trimmed sums
• Convergence in distribution of lightly trimmed and untrimmed sums are equivalent
• Asymptotic behavior of trimmed sums
• Estimating the mean of a heavy tailed distribution
• Relative stability of trimmed sums
• Asymptotic normality of U-statistics based on trimmed samples
• Self-normalized Cramér-type large deviations for independent random variables.
• On Berry-Esseen type bounds and asymptotic expansions for slightly trimmed means
• The Effect of Trimming on the Strong Law of Large Numbers
• Limit theorems for trimmed sums
• Cramér-type moderate deviations for intermediate trimmed means

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