Article ID Journal Published Year Pages File Type
1152982 Statistics & Probability Letters 2013 9 Pages PDF
Abstract
We obtain here the large deviation results for trimmed sums ((r)Sn) of i.i.d. random variables (Xn), with the distribution function belonging to the domain of attraction of a positive stable law. As an application, we establish a law of the iterated logarithm.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On strong large deviation results for lightly trimmed sums and some applications
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