A note on functional CLT for truncated sums.

DOI10.1016/S0167-7152(02)00360-7zbMath1211.60011MaRDI QIDQ1424469

Vladimir Pozdnyakov

Publication date: 14 March 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

MartingaleTruncated sumsTrimmed sumsFunctional CLT

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items (3)

A nonparametric repeated significance test with adaptive target sample size ⋮ On the functional CLT for partial sums of truncated bounded from below random variables ⋮ A Repeated Significance Test for Distributions with Heavy Tails

Cites Work

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• A functional limit theorem for trimmed sums
• Universal asymptotic normality for conditionally trimmed sums
• The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class
• On the functional law of the iterated logarithm for trimmed sums
• On the asymptotic normality of self-normalized sums
• The central limit problem for trimmed sums
• Martingale Central Limit Theorems

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