On the influence of extremes on the rate of convergence in the central limit theorem

DOI10.1214/aop/1176993380zbMath0534.62030MaRDI QIDQ790557

Hall, Peter

Publication date: 1984

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993380

zbMATH Keywords

rate of convergence; order statistics; central limit theorem; trimmed sum; removal of extremes

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

60G50: Sums of independent random variables; random walks