Trimmed Sums of Mixing Triangular Arrays with Stationary Rows

Abstract

Limit laws of trimmed sums are studied for triangular arrays of rowwise stationary random variables. It is shown that if the marginal distribution of the array belongs to the domain of attraction of an infinitely divisible law without Gaussian component, the trimmed sum converges weakly to a nondegenerate random variable under some mixing and local dependence conditions. Keywords: Stationary.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1990
Accession Number
ADA226257

Entities

People

  • Makoto Maejima
  • Yuko Morita

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Classification
  • Data Science
  • Differential Equations
  • Distribution Functions
  • Equations
  • Hilbert Space
  • Infinite Series
  • Information Science
  • Integrals
  • Order Statistics
  • Probability
  • Random Variables
  • Sequences
  • Stationary
  • Statistics
  • Stochastic Processes

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.
  • Phased Array Antenna Design.