What portion of the sample makes a partial sum asymptotically stable or normal?
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Publication:1062345
DOI10.1007/BF00343893zbMath0572.60028OpenAlexW2057805141MaRDI QIDQ1062345
Lajos Horváth, Sándor Csörgö, David M. Mason
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00343893
empirical processdomain of attraction of a stable lawBrownian bridge approximationasymptotic stable law behaviourweighted supremum norms
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Cites Work
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- Normal and stable convergence of integral functions of the empirical distribution function
- Approximations of weighted empirical and quantile processes
- Limit theorems on order statistics
- The asymptotic distribution of the trimmed mean
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- Asymptotic normality of lightly trimmed means – a converse
- On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law
- On asymptotic independence of the partial sums of positive and negative parts of independent random variables
- The Influence of the Maximum Term in the Addition of Independent Random Variables
