- Autor
- Bazarova, Alina
- Berkes, István
- Horváth, Lajos
- TitelOn the central limit theorem for modulus trimmed sums
- Datei
- DOI10.1016/j.spl.2013.12.006
- Erschienen inStatistics & Probability Letters
- Band86
- Erscheinungsjahr2014
- Seiten61-67
- LicenceCC BY
- ISSN0167-7152
- Download Statistik2065
- 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.
[95.28 KB]