The asymptotic joint distribution of self-normalized censored sums and sums of squares

DOI10.1214/AOP/1176990747zbMATH Open0725.62017OpenAlexW2045908370MaRDI QIDQ2277698FDOQ2277698

Authors: Marjorie G. Hahn, Jim Kuelbs, Daniel Charles Weiner 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aop/1176990747

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zbMATH Keywords

asymptotic normalitycensoringinfinite varianceself-normalized sumstightnesslimit lawsdomains of attractionFeller classstudentizationstochastic compactnessscale estimatorcentering constantsempirically censored meanscale constantsTightness criteriawinsorizing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cited In (7)

• The asymptotic distribution of randomly weighted sums and self-normalized sums
• A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
• Robust inference via multiplier bootstrap
• Tail and nontail memory with applications to extreme value and robust statistics
• Self-normalized Cramér-type large deviations for independent random variables.
• Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II
• Self-normalized large deviations

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