Laws of the iterated logarithm for sums of the middle portion of the sample

DOI10.1017/S0305004100066676zbMath0625.60035WikidataQ114849931 ScholiaQ114849931MaRDI QIDQ3027990

David M. Mason, Erich Haeusler

Publication date: 1986

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithmtrimmed sumsdomain of attraction of a stable law

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Strong limit theorems (60F15)

Related Items (10)

ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS ⋮ The influence of extremes on the law of the iterated logarithm ⋮ Non-classical law of the iterated logarithm behaviour for trimmed sums ⋮ A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance ⋮ Almost sure asymptotic behaviour of Birkhoff sums for infinite measure-preserving dynamical systems ⋮ Asymptotics of trimmed CUSUM statistics ⋮ Mean convergence for intermediately trimmed Birkhoff sums of observables with regularly varying tails ⋮ Intermediately trimmed strong laws for Birkhoff sums on subshifts of finite type ⋮ Strong laws of large numbers for intermediately trimmed sums of i.i.d. random variables with infinite mean ⋮ Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean

Cites Work

• Unnamed Item
• What portion of the sample makes a partial sum asymptotically stable or normal?
• Weighted empirical and quantile processes
• Normal and stable convergence of integral functions of the empirical distribution function
• Limit theorems on order statistics
• Probability Inequalities for the Sum of Independent Random Variables
• Relative stability of trimmed sums
• The strong law of large numbers when extreme terms are excluded from sums
• The law of the iterated logarithm for normalized empirical distribution function
• Stability for sums of i.i.d. random variables when extreme terms are excluded
• Limit theorems for the ratio of the empirical distribution function to the true distribution function
• On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law

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