On strong large deviation results for lightly trimmed sums and some applications

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.

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Year of publication:	2013
Authors:	Vasudeva, R. ; Srilakshminarayana, G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 7, p. 1745-1753
Publisher:	Elsevier
Subject:	Large deviation results \| Law of the iterated logarithm \| Positive stable laws \| Lightly trimmed sums

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

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