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

DOI10.1214/aop/1176990747zbMath0725.62017OpenAlexW2045908370MaRDI QIDQ2277698

Marjorie G. Hahn, James 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

zbMATH Keywords

asymptotic normalitytightnessinfinite variancecensoringscale estimatorlimit lawsself-normalized sumsdomains of attractionFeller classstudentizationstochastic compactnesscentering constantsempirically censored meanscale constantsTightness criteriawinsorizing

Mathematics Subject Classification ID

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

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Self-normalized large deviations ⋮ A Berry-Esséen bound for Student's statistic in the non-i. i. d. case ⋮ Robust inference via multiplier bootstrap ⋮ Self-normalized Cramér-type large deviations for independent random variables. ⋮ Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II ⋮ TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS

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