A functional limit theorem for trimmed sums

Yuji Kasahara

Stochastic Processes and their Applications, 1993, vol. 47, issue 2, 315-322

Abstract: 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.

Keywords: trimmed; sums; heavily; trimmed; sums; Brownian; bridge; Kiefer; process; functional; limit; theorem (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (3)

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