Asymptotic behavior of trimmed sums (Q2888807)
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scientific article; zbMATH DE number 6042628
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of trimmed sums |
scientific article; zbMATH DE number 6042628 |
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4 June 2012
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order statistic
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trimming
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asymptotic normality
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Asymptotic behavior of trimmed sums (English)
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Basic results in the central limit theory of moderately trimmed sums are firstly reviewed. One theorem yields a randomized functional central limit theorem (CLT) for the modulus trimmed sums in the domain of attraction of a stable law, but it does not say when the ordinary nonrandom CLT holds. Other theorems also give a picture on the CLT for modulus trimmed sums, but their statistical application is difficult. It is impossible to decide from a sample if the underlying distribution satisfies the required conditions.
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