A functional limit theorem for trimmed sums

This paper proves a functional limit theorem for Stigler's result on the heavily trimmed sums of i.i.d. random variables. The limiting process will be expressed as a functional of a Kiefer process and we shall also see that it is a Brownian motion if and only if asymptotic normality holds.

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Year of publication:	1993
Authors:	Kasahara, Yuji
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 47.1993, 2, p. 315-322
Publisher:	Elsevier
Keywords:	trimmed sums heavily trimmed sums Brownian bridge Kiefer process functional limit theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873627