On the functional CLT for partial sums of truncated bounded from below random variables

Vladimir Pozdnyakov

Statistics & Probability Letters, 2004, vol. 70, issue 2, 137-144

Abstract: Let X,Xi i[greater-or-equal, slanted]1 be i.i.d. bounded from below continuous random variables, , and bn n[greater-or-equal, slanted]1 be a sequence of increasing positive numbers. When X belongs to the Feller class and bn is such that nP(X>bn)-->[infinity] and , a functional central limit theorem for the truncated sums is proved.

Keywords: Functional; CLT; Truncated; sums; Trimmed; sums; Martingale (search for similar items in EconPapers)
Date: 2004
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