首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On the central limit theorem for modulus trimmed sums
Institution:1. Graz University of Technology, Institute of Statistics, Kopernikusgasse 24, 8010 Graz, Austria;2. University of Utah, Department of Mathematics, Salt Lake City, UT 84112-0090, USA;1. School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332-0160, USA;2. Department of Mathematics and Statistics, University of Minnesota–Duluth, 1117 University Drive, Duluth, MN 55812, USA;3. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON N2L3G1, Canada;1. University of St.Gallen, Bodanstrasse 6, 9000 St.Gallen, Switzerland;2. London School of Economics, Houghton Street, London WC2A 2AE, UK;1. Department of Chemistry, National University of Singapore, Singapore 117543, Singapore;2. Institute for Applied Learning Sciences and Educational Technology (ALSET), National University of Singapore, Singapore 119077, Singapore;3. National University of Singapore Environmental Research Institute (NERI), National University of Singapore, Singapore 117411, Singapore
Abstract: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 and the second one is the fraction of truncation.
Keywords:Modulus trimming  Stable distribution  Iid sums  Central limit theorem
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号