The Annals of Probability

Asymptotic Normality of Trimmed Sums of $\Phi$-Mixing Random Variables

M. G. Hahn, J. Kuelbs, and J. D. Samur

Full-text: Open access

Abstract

A Gaussian central limit theorem for trimmed sums of $\Phi$-mixing Hilbert-space-valued random variables is obtained, and implications regarding Ibragimov's conjecture are examined.

Article information

Source
Ann. Probab., Volume 15, Number 4 (1987), 1395-1418.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176991984

Digital Object Identifier
doi:10.1214/aop/1176991984

Mathematical Reviews number (MathSciNet)
MR905339

Zentralblatt MATH identifier
0639.60028

JSTOR
links.jstor.org

Subjects
Primary: 60F05: Central limit and other weak theorems
Secondary: 60F15: Strong theorems

Keywords
Asymptotic normality $\Phi$-mixing trimmed sums extreme terms Ibragimov's conjecture

Citation

Hahn, M. G.; Kuelbs, J.; Samur, J. D. Asymptotic Normality of Trimmed Sums of $\Phi$-Mixing Random Variables. Ann. Probab. 15 (1987), no. 4, 1395--1418. doi:10.1214/aop/1176991984. https://projecteuclid.org/euclid.aop/1176991984


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