Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics

DOI10.1016/0378-3758(90)90061-XzbMath0703.62024OpenAlexW2045057788MaRDI QIDQ916244

David M. Mason, Galen R. Shorack

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90061-x

zbMATH Keywords

order statisticsdomain of attractionstable lawlimit lawsinfinitely divisible lawsstochastic compactnessregularly varyingNecessary and sufficient conditionsasymptotic normality of L-statisticsfixed fractionsfixed numbers of observationsgeneralized trimmed meansmooth score functionsStudent's t-statisticsvanishing fractions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items (10)

Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics ⋮ Almost sure representations of weightedU-statistics with applications ⋮ Spacings-ratio empirical processes ⋮ A family of test statistics for DMRL (IMRL) alternatives ⋮ Inequalities for quantile functions with a uniform studentized clt that includes trimming ⋮ Cramér type moderate deviations for trimmed \(L\)-statistics ⋮ Asymptotic distributions of non-degenerate U-statistics on trimmed samples ⋮ Non-Gaussian limit distributions forU-statistics based on trimmed and Winsorized samples ⋮ On asymptotic linearity of L-estimates ⋮ Asymptotic distributions of linear combinations of intermediate order statistics

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