Asymptotic behavior of trimmed sums

DOI10.1142/S0219493712003602zbMATH Open1262.60022OpenAlexW2004405610MaRDI QIDQ2888807FDOQ2888807

Authors: Lajos Horváth, Johannes Schauer, István Berkes 

Publication date: 4 June 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493712003602

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zbMATH Keywords

asymptotic normalitytrimmingorder statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• What portion of the sample makes a partial sum asymptotically stable or normal?
• Estimates for partial sums of continued fraction partial quotients
• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• The asymptotic distribution of the trimmed mean
• On the limit distributions of lightly trimmed sums
• Selection from a stable box
• Limit theorems on order statistics
• Asymptotic normality and subsequential limits of trimmed sums
• The central limit problem for trimmed sums
• Convergence in distribution of lightly trimmed and untrimmed sums are equivalent
• Normal and stable convergence of integral functions of the empirical distribution function
• The asymptotic distribution of trimmed sums
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Laws of the iterated logarithm for sums of the middle portion of the sample
• Relative stability of trimmed sums
• Non-central limit theorems for random selections

Cited In (11)

• A functional limit theorem for trimmed sums
• Asymptotics of trimmed CUSUM statistics
• The central limit theorem for sums of trimmed variables with heavy tails
• On weak invariance principles for partial sums
• On the central limit theorem for modulus trimmed sums
• Asymptotics of the empirical cross-over function
• Title not available (Why is that?)
• Rejoinder on: ``Extensions of some classical methods in change point analysis
• The central limit problem for trimmed sums
• Self-standardized central limit theorems for trimmed Lévy processes
• Title not available (Why is that?)

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