The central limit theorem for sums of trimmed variables with heavy tails
Author:
Funder
FWF
OTKA
NSF
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference16 articles.
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2. I. Berkes, L. Horváth, J. Schauer, Asymptotics of trimmed CUSUM statistics, Bernoulli (in press).
3. Regular Variation;Bingham,1987
4. What portion of the sample makes a partial sum asymptotically stable or normal?;Csörgő;Probab. Theory Related Fields,1986
5. A probabilistic approach to the asymptotic distribution of sums of independent, identically distributed random variables;Csörgő;Adv. Appl. Math.,1988
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