A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables

DOI10.1016/0196-8858(88)90016-4zbMath0657.60029OpenAlexW2014910687MaRDI QIDQ1110899

Sándor Csörgö, David M. Mason, Erich Haeusler

Publication date: 1988

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(88)90016-4

zbMATH Keywords

domain of attractionsumsinfinitely divisible lawasymptotic distribution of lightly trimmedpartial attraction

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items

Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes, Tightness and convergence of trimmed Lévy processes to normality at small times, ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS, Limit distributions of Studentized means., Merging of linear combinations to semistable laws, Convergence in distribution of lightly trimmed and untrimmed sums are equivalent, An approximation to infinitely divisible laws, The domain of partial attraction of a Poisson law, An almost sure functional limit theorem for the domain of geometric partial attraction of semistable laws, 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, When is the Student \(t\)-statistic asymptotically standard normal?, A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games, A Weighted Approximation Approach to the Study of the Empirical Wasserstein Distance, Multi-normex distributions for the sum of random vectors. Rates of convergence, The influence of sequential extremal processes on the partial sum process, How do bootstrap and permutation tests work?, 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, Intermediate- and extreme-sum processes, A family of test statistics for DMRL (IMRL) alternatives, Inequalities for quantile functions with a uniform studentized clt that includes trimming, Estimating the mean of a heavy tailed distribution, Refining the central limit theorem approximation via extreme value theory, Distributional representations and dominance of a Lévy process over its maximal jump processes, A probabilistic approach to domains of partial attraction, Linear rank statistics, finite sampling, permutation tests and Winsorizing, On the rate of convergence of sums of extremes to a stable law, Merging asymptotic expansions for semistable random variables, Asymptotic distributions of linear combinations of intermediate order statistics, The asymptotic distribution of self-normalized triangular arrays

Cites Work

• A probabilistic proof of the normal convergence criterion
• The class of limit laws for stochastically compact normed sums
• What portion of the sample makes a partial sum asymptotically stable or normal?
• Weighted empirical and quantile processes
• Normal and stable convergence of integral functions of the empirical distribution function
• Domains of partial attraction and tightness conditions
• A note on domains of partial attraction
• Convergence to a stable distribution via order statistics
• A weak invariance principle with applications to domains of attraction
• On the limit distributions of lightly trimmed sums
• Regularly varying functions in the theory of simple branching processes
• On asymptotic independence of the partial sums of positive and negative parts of independent random variables
• SEQUENTIAL CRITERIA FOR REGULAR VARIATION
• The Influence of the Maximum Term in the Addition of Independent Random Variables
• Sur l'ensemble de puissances d'une loi de probabilité
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item