Convergence rate of sample mean for -mixing random variables with heavy-tailed distributions

MaRDI QIDQ6080469zbMATH OpenFDO

Authors Fuquan Tang, Dong Han

Publication date 2 October 2023

Full work available at URL https://arxiv.org/abs/2209.08586, http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.01.006

zbMATH Keywords

\(\varphi\)-mixing sequenceconvergence rateheavy-tailed distributionsample mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cited in

(2)

• Convergence on randomly trimmed sums with a \(\varphi\)-mixing sample
• Asymptotic representations of the proportion of the sample below the sample mean for -mixing random variables

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