On the limit distributions of lightly trimmed sums

DOI10.1017/S0305004100062447zbMATH Open0552.60018MaRDI QIDQ3345495FDOQ3345495

Authors: Toshio Mori 

Publication date: 1984

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

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zbMATH Keywords

lightly trimmed sum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• The Extreme Terms of a Sample and Their Role in the Sum of Independent Variables
• Title not available (Why is that?)
• The Influence of the Maximum Term in the Addition of Independent Random Variables
• 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
• A generalization of poisson point processes with application to a classical limit theorem

Cited In (27)

• The influence of extremes on the law of the iterated logarithm
• Trimmed stable AR(1) processes
• A functional limit theorem for trimmed sums
• Asymptotics of trimmed CUSUM statistics
• The central limit theorem for sums of trimmed variables with heavy tails
• Asymptotic normality of lightly trimmed means – a converse
• Infinite limits and infinite limit points of random walks and trimmed sums
• Relative stability of trimmed sums
• Limit laws of modulus trimmed sums
• A LIL and limit distributions for trimmed sums of random vectors attracted to operator semi-stable laws
• Title not available (Why is that?)
• Asymptotic behavior of trimmed sums
• Normex, a new method for evaluating the distribution of aggregated heavy tailed risks
• The asymptotic distribution of magnitude-Winsorized sums via self- normalization
• Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II
• Defining extremes and trimming by minimum covering sets
• The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class
• Convergence in distribution of lightly trimmed and untrimmed sums are equivalent
• Trimmed sums of i.i.d. Banach space valued random variables
• Title not available (Why is that?)
• Multi-normex distributions for the sum of random vectors. Rates of convergence
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed 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
• Random deletion does not affect asymptotic normality or quadratic negligibility
• Distributional representations and dominance of a Lévy process over its maximal jump processes
• On strong large deviation results for lightly trimmed sums and some applications

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