Asymptotic normality and subsequential limits of trimmed sums

DOI10.1214/aop/1176991264zbMath0688.60016OpenAlexW2038802443MaRDI QIDQ1263865

Philip S. Griffin, William E. Pruitt

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991264

zbMATH Keywords

order statisticsasymptotic normalitytrimmed sumsLyapunovBerry-Esseenstochastic compactnessfactorization of characteristic functionsdiscarding outlierssubsequential limit laws

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (20)

Limit laws of modulus trimmed sums ⋮ ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS ⋮ ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS ⋮ Asymptotic normality of Winsorized means ⋮ 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 ⋮ Trimmed stable AR(1) processes ⋮ 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 ⋮ 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 ⋮ The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class ⋮ 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 ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes

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