Asymptotic normality of lightly trimmed means – a converse

DOI10.1017/S0305004100060229zbMath0534.60030OpenAlexW2041185597MaRDI QIDQ3317821

Ross A. Maller

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1017/s0305004100060229

zbMATH Keywords

central limit theoremasymptotic normality of trimmed sumstightness of trimmed sums

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (9)

Limit laws of modulus trimmed sums ⋮ Tightness and convergence of trimmed Lévy processes to normality at small times ⋮ Random deletion does not affect asymptotic normality or quadratic negligibility ⋮ The asymptotic distribution of magnitude-Winsorized sums via self- normalization ⋮ Defining extremes and trimming by minimum covering sets ⋮ Asymptotics of trimmed CUSUM statistics ⋮ Convergence of trimmed Lévy processes to trimmed stable random variables at 0 ⋮ Relative stability of trimmed sums ⋮ What portion of the sample makes a partial sum asymptotically stable or normal?

Cites Work

• Unnamed Item
• The asymptotic distribution of the trimmed mean
• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
• The strong law of large numbers when extreme terms are excluded from sums
• On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law
• Convergence rates in the law of large numbers when extreme terms are excluded
• The Influence of the Maximum Term in the Addition of Independent Random Variables

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