Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits II

1992 ◽  
Vol 5 (1) ◽  
pp. 169-196 ◽  
Author(s):  
Marjorie G. Hahn ◽  
Daniel C. Weiner
Keyword(s):  
Asymptotic Behavior ◽  
Trimmed Sums

ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS

2012 ◽  
Vol 12 (01) ◽  
pp. 1150002 ◽  
Author(s):  
ISTVÁN BERKES ◽  
LAJOS HORVÁTH ◽  
JOHANNES SCHAUER
Keyword(s):  
Asymptotic Behavior ◽  
Central Limit ◽  
Random Variables ◽  
Domain Of Attraction ◽  
Independent Random Variables ◽  
Partial Sums ◽  
Stable Law ◽  
Limit Theory ◽  
Trimmed Sums ◽  
The Central Limit Theorem

Trimming is a standard method to decrease the effect of large sample elements in statistical procedures, used, e.g., for constructing robust estimators. It is also a powerful tool in understanding deeper properties of partial sums of independent random variables. In this paper we review some basic results of the theory and discuss new results in the central limit theory of trimmed sums. In particular, we show that for random variables in the domain of attraction of a stable law with parameter 0 < α < 2, the asymptotic behavior of modulus trimmed sums depends sensitively on the number of elements eliminated from the sample. We also show that under moderate trimming, the central limit theorem always holds if we allow random centering factors. Finally, we give an application to change point problems.

scholarly journals Asymptotic Behavior of Self-Normalized Trimmed Sums: Nonnormal Limits

1992 ◽  
Vol 20 (1) ◽  
pp. 455-482 ◽  
Author(s):  
Marjorie G. Hahn ◽  
Daniel C. Weiner
Keyword(s):  
Asymptotic Behavior ◽  
Trimmed Sums

High-frequency asymptotic behavior of radiation spectra of moving charges in classical electrodynamics

1986 ◽  
Vol 149 (8) ◽  
pp. 709 ◽  
Author(s):  
I.I. Abbasov ◽  
Boris M. Bolotovskii ◽  
Valerii A. Davydov
Keyword(s):  
Asymptotic Behavior ◽  
High Frequency ◽  
Classical Electrodynamics ◽  
Radiation Spectra
Sign in / Sign up

Export Citation Format

Share Document