A functional limit theorem for trimmed sums
نویسندگان
چکیده
منابع مشابه
On the Central Limit Theorem for Modulus Trimmed Sums
We prove a functional central limit theorem for modulus trimmed i.i.d. variables in the domain of attraction of a nonnormal stable law. In contrast to the corresponding result under ordinary trimming, our CLT contains a random centering factor which is inevitable in the nonsymmetric case. The proof is based on the weak convergence of a two-parameter process where one of the parameters is time a...
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Qing-pei Zang Department of Mathematics, Huaiyin Teachers College, Huaian 223300, China Correspondence should be addressed to Qing-pei Zang, [email protected] Received 25 December 2008; Revised 30 March 2009; Accepted 18 June 2009 Recommended by Jewgeni Dshalalow Let {X,Xn;n ≥ 1} be a sequence of independent and identically distributed i.i.d. random variables and X is in the domain of attra...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1993
ISSN: 0304-4149
DOI: 10.1016/0304-4149(93)90020-5