Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits
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Publication:1184100
DOI10.1214/aop/1176989937zbMath0749.60023MaRDI QIDQ1184100
Marjorie G. Hahn, Daniel Charles Weiner
Publication date: 28 June 1992
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989937
weak convergence; order statistics; series representations; trimmed sums; self-normalization; studentization; stochastically compact
62G05: Nonparametric estimation
60F05: Central limit and other weak theorems
62G30: Order statistics; empirical distribution functions
60G50: Sums of independent random variables; random walks
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TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS, Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II, Series representation for semistable laws and their domains of semistable attraction, Limit distributions of norms of vectors of positive i. i. d. random variables