On the limit distributions of lightly trimmed sums

DOI10.1017/S0305004100062447MaRDI QIDQ3345495zbMATH OpenFDO

Authors Toshio Mori

Publication date 1984

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

zbMATH Keywords

lightly trimmed sum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• A generalization of poisson point processes with application to a classical limit theorem
• Convergence rates in the law of large numbers when extreme terms are excluded
• On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law
• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
• The Influence of the Maximum Term in the Addition of Independent Random Variables

Cited in

(27)

• The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Asymptotic normality of lightly trimmed means – a converse
• Limit laws of modulus trimmed sums
• Defining extremes and trimming by minimum covering sets
• Trimmed sums of i.i.d. Banach space valued random variables
• Tightness and convergence of trimmed Lévy processes to normality at small times
• Convergence of trimmed Lévy processes to trimmed stable random variables at 0
• Asymptotics of trimmed CUSUM statistics
• scientific article; zbMATH DE number 4109731 (Why is no real title available?)
• Random deletion does not affect asymptotic normality or quadratic negligibility
• Distributional representations and dominance of a Lévy process over its maximal jump processes
• The asymptotic distribution of magnitude-Winsorized sums via self- normalization
• The central limit theorem for sums of trimmed variables with heavy tails
• Multi-normex distributions for the sum of random vectors. Rates of convergence
• scientific article; zbMATH DE number 434659 (Why is no real title available?)
• Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II
• Trimmed stable AR(1) processes
• A LIL and limit distributions for trimmed sums of random vectors attracted to operator semi-stable laws
• Infinite limits and infinite limit points of random walks and trimmed sums
• A functional limit theorem for trimmed sums
• On strong large deviation results for lightly trimmed sums and some applications
• Normex, a new method for evaluating the distribution of aggregated heavy tailed risks
• Convergence in distribution of lightly trimmed and untrimmed sums are equivalent
• The influence of extremes on the law of the iterated logarithm
• Asymptotic behavior of trimmed sums
• Relative stability of trimmed sums

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