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Limit theorems for trimmed sums (1992)

Kasahara, Yuji ; Maejima, Makoto

Springer

Journal of theoretical probability 5 (1992), S. 617-628

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ISSN: 1572-9230

Keywords: Heavily trimmed sums ; Brownian bridge ; smoothly trimmed sums

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract This paper studies the heavily trimmed sums (*) ∑ [ns] + 1 [nt] X j (n) , where {X j (n) } j = 1 n are the order statistics from independent random variables {X 1,...,X n } having a common distributionF. The main theorem gives the limiting process of (*) as a process oft. More smoothly trimmed sums like ∑ j = 1 [nt] J(j/n)X j (n) are also discussed.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01058722

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