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On the influence of extremes on the rate of convergence in the central limit theorem

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Publication:790557
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DOI10.1214/aop/1176993380zbMath0534.62030OpenAlexW1971876426MaRDI QIDQ790557

Hall, Peter

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aop/1176993380


zbMATH Keywords

rate of convergenceorder statisticscentral limit theoremtrimmed sumremoval of extremes


Mathematics Subject Classification ID

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


Related Items (3)

Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. ⋮ Normex, a new method for evaluating the distribution of aggregated heavy tailed risks ⋮ A general approach to generate random variates for multivariate copulae




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