ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS

DOI10.1142/S0219493712003602zbMath1262.60022OpenAlexW2004405610MaRDI QIDQ2888807

Johannes Schauer, Lajos Horváth, István Berkes

Publication date: 4 June 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493712003602

zbMATH Keywords

asymptotic normalityorder statistictrimming

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (2)

On weak invariance principles for partial sums ⋮ Rejoinder on: ``Extensions of some classical methods in change point analysis

Cites Work

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• Non-central limit theorems for random selections
• Selection from a stable box
• What portion of the sample makes a partial sum asymptotically stable or normal?
• Estimates for partial sums of continued fraction partial quotients
• Normal and stable convergence of integral functions of the empirical distribution function
• The asymptotic distribution of trimmed sums
• A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables
• Limit theorems on order statistics
• Asymptotic normality and subsequential limits of trimmed sums
• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games
• The asymptotic distribution of the trimmed mean
• Laws of the iterated logarithm for sums of the middle portion of the sample
• On the limit distributions of lightly trimmed sums
• Relative stability of trimmed sums
• The central limit problem for trimmed sums
• Convergence in distribution of lightly trimmed and untrimmed sums are equivalent

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