Asymptotic Normality and Subsequential Limits of Trimmed Sums
Griffin, Philip S. ; Pruitt, William E.
Ann. Probab., Tome 17 (1989) no. 4, p. 1186-1219 / Harvested from Project Euclid
Let $\{X_i\}$ be i.i.d. and $S_n(s_n, r_n)$ the sum of the first $n X_i$ with the $r_n$ largest and $s_n$ smallest excluded. Assume $r_n \rightarrow \infty, s_n \rightarrow \infty, n^{-1}r_n \rightarrow 0, n^{-1}s_n \rightarrow 0.$ Necessary and sufficient conditions are obtained for the existence of $\{\delta_n\}, \{\gamma_n\}$ such that $\gamma^{-1}_n(S_n(s_n, r_n) - \delta_n)$ converges weakly to a standard normal. The set of all subsequential limit laws for these sequences is characterized and sufficient conditions are given for $X_i$ to be in the domain of partial attraction of a given law in the class. These conditions are also necessary if a unique factorization result for characteristic functions is true.
Publié le : 1989-07-14
Classification:  Asymptotic normality,  stochastic compactness,  discarding outliers,  60F05
@article{1176991264,
     author = {Griffin, Philip S. and Pruitt, William E.},
     title = {Asymptotic Normality and Subsequential Limits of Trimmed Sums},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 1186-1219},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991264}
}
Griffin, Philip S.; Pruitt, William E. Asymptotic Normality and Subsequential Limits of Trimmed Sums. Ann. Probab., Tome 17 (1989) no. 4, pp.  1186-1219. http://gdmltest.u-ga.fr/item/1176991264/