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A functional limit theorem for trimmed sums

โœ Scribed by Yuji Kasahara


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
380 KB
Volume
47
Category
Article
ISSN
0304-4149

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## Abstract Let __X__, __X__~1~, __X__~2~, โ€ฆ be i.i.d. random variables with nondegenerate common distribution function __F__, satisfying __EX__ = 0, __EX__^2^ = 1. Let __X~i~__ and __M~n~__ = max{__X~i~__, 1 โ‰ค __i__ โ‰ค __n__ }. Suppose there exists constants __a~n~__ > 0, __b~n~__ โˆˆ __R__ and a non