Limit laws of modulus trimmed sums
Griffin, Philip S. ; Qazi, Fozia S.
Ann. Probab., Tome 30 (2002) no. 1, p. 1466-1485 / Harvested from Project Euclid
Let $X,X_1,X_2,\ldots$ be a sequence of independent and identically distributed random variables. Let $ ^{(1)}X_n,\ldots,{^{(n)}X}_n$ be an arrangement of $X_1$, $X_2,\ldots,X_n $ in decreasing order of magnitude, and set ${^{(r_n)}S}_n= {}^{(r_{n}+1)}X_n+\cdots + {^{(n)}X}_{n}$. This is known as the modulus trimmed sum. We obtain a complete characterization of the class of limit laws of the normalized modulus trimmed sum when the underlying distribution is symmetric and $ r_n \to \infty$, $r_nn^{-1}\to 0$.
Publié le : 2002-07-14
Classification:  Trimmed sum,  limit laws,  stable laws,  60F05
@article{1029867133,
     author = {Griffin, Philip S. and Qazi, Fozia S.},
     title = {Limit laws of modulus trimmed sums},
     journal = {Ann. Probab.},
     volume = {30},
     number = {1},
     year = {2002},
     pages = { 1466-1485},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1029867133}
}
Griffin, Philip S.; Qazi, Fozia S. Limit laws of modulus trimmed sums. Ann. Probab., Tome 30 (2002) no. 1, pp.  1466-1485. http://gdmltest.u-ga.fr/item/1029867133/