Random deletion does not affect asymptotic normality or quadratic negligibility

DOI10.1006/JMVA.1997.1698MaRDI QIDQ1372222zbMATH OpenOpenAlexFDO

Authors Harry Kesten, Ross A. Maller

Publication date 5 October 1999

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1006/jmva.1997.1698

zbMATH Keywords

asymptotic normalitydomain of attractionnormal distributionquadratic neglibilityrandom deletion of observations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites work

• Asymptotic normality of lightly trimmed means – a converse
• Convergence in distribution of lightly trimmed and untrimmed sums are equivalent
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• Matrix normalization of sums of random vectors in the domain of attraction of the multivariate normal
• Norming operators for generalized domains of attraction
• On the asymptotic normality of self-normalized sums
• On the concentration function of a sum of independent random variables
• On the limit distributions of lightly trimmed sums
• On the Studentisation of random vectors
• Quadratic negligibility and the asymptotic normality of operator normed sums
• Ratios of trimmed sums and order statistics
• Regular variation and generalized domains of attraction in \(\mathbb{R}^ k\)
• Robust Statistics
• The multidimensional central limit theorem for arrays normed by affine transformations
• What portion of the sample makes a partial sum asymptotically stable or normal?
• When is the Student \(t\)-statistic asymptotically standard normal?

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