Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151894 | Statistics & Probability Letters | 2014 | 7 Pages |
Abstract
We 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alina Bazarova, István Berkes, Lajos Horváth,