Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits

DOI10.1214/aop/1176989937zbMath0749.60023OpenAlexW4250558301MaRDI QIDQ1184100

Marjorie G. Hahn, Daniel Charles Weiner

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1214/aop/1176989937

zbMATH Keywords

weak convergenceorder statisticsseries representationstrimmed sumsself-normalizationstudentizationstochastically compact

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Sums of independent random variables; random walks (60G50)

Related Items

Limit distributions of norms of vectors of positive i. i. d. random variables, Series representation for semistable laws and their domains of semistable attraction, Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II, TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS