Sums, Trimmed sums and extremes
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Publication:1188821
zbMath0717.00017MaRDI QIDQ1188821
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Publication date: 17 September 1992
Published in: Progress in Probability (Search for Journal in Brave)
Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15)
Related Items (13)
Limit laws of modulus trimmed sums ⋮ Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes ⋮ Joint approximation of processes based on spacings and order statistics ⋮ A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games ⋮ On strong large deviation results for lightly trimmed sums and some applications ⋮ Multi-normex distributions for the sum of random vectors. Rates of convergence ⋮ Normex, a new method for evaluating the distribution of aggregated heavy tailed risks ⋮ The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class ⋮ A semi-parametric approach to risk management ⋮ Moment condition tests for heavy tailed time series ⋮ High breakdown analogs of the trimmed mean ⋮ Limit theorems for mixed max-sum processes with renewal stopping ⋮ Least tail-trimmed squares for infinite variance autoregressions
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