Asymptotic behavior of trimmed sums

DOI10.1142/S0219493712003602MaRDI QIDQ2888807zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic normalitytrimmingorder statistic

Mathematics Subject Classification ID

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

Recommendations

• The central limit theorem for sums of trimmed variables with heavy tails
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• scientific article; zbMATH DE number 4215167

Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• Asymptotic normality and subsequential limits of trimmed sums
• Convergence in distribution of lightly trimmed and untrimmed sums are equivalent
• Estimates for partial sums of continued fraction partial quotients
• Laws of the iterated logarithm for sums of the middle portion of the sample
• Limit theorems on order statistics
• Non-central limit theorems for random selections
• Normal and stable convergence of integral functions of the empirical distribution function
• On the limit distributions of lightly trimmed sums
• Relative stability of trimmed sums
• Selection from a stable box
• The asymptotic distribution of the trimmed mean
• The asymptotic distribution of trimmed sums
• The central limit problem for trimmed sums
• What portion of the sample makes a partial sum asymptotically stable or normal?

Cited in

(11)

• scientific article; zbMATH DE number 4186738 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4209198 (Why is no real title available?)
• 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

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