Hauptmenü
  • Autor
    • Bazarova, Alina
    • Berkes, István
    • Horváth, Lajos
  • TitelOn the central limit theorem for modulus trimmed sums
  • Volltext
  • DOI10.1016/j.spl.2013.12.006
  • Erschienen inStatistics & Probability Letters
  • Band86
  • Erscheinungsjahr2014
  • Seiten61-67
  • LicenceCC BY
  • ISSN0167-7152
  • ZugriffsrechteCC-BY
  • Download Statistik3
  • Peer ReviewJa
  • AbstractWe 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.