On the central limit theorem for modulus trimmed sums

DOI10.1016/J.SPL.2013.12.006MaRDI QIDQ2452777zbMATH OpenOpenAlexFDO

Authors Alina Bazarova, István Berkes, Lajos Horváth

Publication date 5 June 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL http://openlib.tugraz.at/592fc5462b5f3

zbMATH Keywords

central limit theoremi.i.d. sumsmodulus trimmingstable distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

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Cites work

• Asymptotics of trimmed CUSUM statistics
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Convergence to a stable distribution via order statistics
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3416840 (Why is no real title available?)
• Normal and stable convergence of integral functions of the empirical distribution function
• The central limit problem for trimmed sums
• The central limit theorem for sums of trimmed variables with heavy tails
• What portion of the sample makes a partial sum asymptotically stable or normal?

Cited in

(7)

• Self-standardized central limit theorems for trimmed Lévy processes
• Asymptotic behavior of trimmed sums
• scientific article; zbMATH DE number 4043034 (Why is no real title available?)
• A note on central limit theorems for trimmed subordinated subordinators
• The central limit theorem for sums of trimmed variables with heavy tails
• M-procedures robust to structural changes detection under strong mixing heavy-tailed time series models
• On the influence of extremes on the rate of convergence in the central limit theorem

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