Sasaki, Yuya; Ura, Takuya Estimation and inference for moments of ratios with robustness against large trimming bias. (English) Zbl 1493.62621 Econom. Theory 38, No. 1, 66-112 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{Y. Sasaki} and \textit{T. Ura}, Econom. Theory 38, No. 1, 66--112 (2022; Zbl 1493.62621) Full Text: DOI arXiv
Fan, Yuguang Tightness and convergence of trimmed Lévy processes to normality at small times. (English) Zbl 1368.60051 J. Theor. Probab. 30, No. 2, 675-699 (2017). MSC: 60G51 60F05 PDFBibTeX XMLCite \textit{Y. Fan}, J. Theor. Probab. 30, No. 2, 675--699 (2017; Zbl 1368.60051) Full Text: DOI arXiv
Bazarova, Alina; Berkes, István; Horváth, Lajos Trimmed stable AR(1) processes. (English) Zbl 1398.60069 Stochastic Processes Appl. 124, No. 10, 3441-3462 (2014). MSC: 60G52 60F17 62M10 PDFBibTeX XMLCite \textit{A. Bazarova} et al., Stochastic Processes Appl. 124, No. 10, 3441--3462 (2014; Zbl 1398.60069) Full Text: DOI
Bazarova, Alina; Berkes, István; Horváth, Lajos On the central limit theorem for modulus trimmed sums. (English) Zbl 1293.60049 Stat. Probab. Lett. 86, 61-67 (2014). MSC: 60G50 60F05 PDFBibTeX XMLCite \textit{A. Bazarova} et al., Stat. Probab. Lett. 86, 61--67 (2014; Zbl 1293.60049) Full Text: DOI Link
Berkes, István; Horváth, Lajos; Schauer, Johannes Asymptotic behavior of trimmed sums. (English) Zbl 1262.60022 Stoch. Dyn. 12, No. 1, 1150002, 14 p. (2012). Reviewer: Pavel Froněk (Praha) MSC: 60F05 62E20 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stoch. Dyn. 12, No. 1, 1150002, 14 p. (2012; Zbl 1262.60022) Full Text: DOI
Berkes, István; Horváth, Lajos The central limit theorem for sums of trimmed variables with heavy tails. (English) Zbl 1234.60023 Stochastic Processes Appl. 122, No. 2, 449-465 (2012). MSC: 60F05 60E07 60G50 62G20 62G30 PDFBibTeX XMLCite \textit{I. Berkes} and \textit{L. Horváth}, Stochastic Processes Appl. 122, No. 2, 449--465 (2012; Zbl 1234.60023) Full Text: DOI
Berkes, István; Horváth, Lajos; Schauer, Johannes Asymptotics of trimmed CUSUM statistics. (English) Zbl 1229.62017 Bernoulli 17, No. 4, 1344-1367 (2011). MSC: 62F05 60E07 65C60 62G10 PDFBibTeX XMLCite \textit{I. Berkes} et al., Bernoulli 17, No. 4, 1344--1367 (2011; Zbl 1229.62017) Full Text: DOI arXiv
Mason, David M. Some observations on the KMT dyadic scheme. (English) Zbl 1122.60019 J. Stat. Plann. Inference 137, No. 3, 895-906 (2007). Reviewer: Hannelore Liero (Potsdam) MSC: 60E15 60G15 62G30 60J65 PDFBibTeX XMLCite \textit{D. M. Mason}, J. Stat. Plann. Inference 137, No. 3, 895--906 (2007; Zbl 1122.60019) Full Text: DOI
Pozdnyakov, Vladimir; Glaz, Joseph A nonparametric repeated significance test with adaptive target sample size. (English) Zbl 1104.62054 J. Stat. Plann. Inference 137, No. 3, 869-878 (2007). MSC: 62G10 62L10 60F17 PDFBibTeX XMLCite \textit{V. Pozdnyakov} and \textit{J. Glaz}, J. Stat. Plann. Inference 137, No. 3, 869--878 (2007; Zbl 1104.62054) Full Text: DOI
Pozdnyakov, Vladimir On the functional CLT for partial sums of truncated bounded from below random variables. (English) Zbl 1060.60032 Stat. Probab. Lett. 70, No. 2, 137-144 (2004). MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{V. Pozdnyakov}, Stat. Probab. Lett. 70, No. 2, 137--144 (2004; Zbl 1060.60032) Full Text: DOI
Pozdnyakov, Vladimir A note on functional CLT for truncated sums. (English) Zbl 1211.60011 Stat. Probab. Lett. 61, No. 3, 277-286 (2003). MSC: 60F17 PDFBibTeX XMLCite \textit{V. Pozdnyakov}, Stat. Probab. Lett. 61, No. 3, 277--286 (2003; Zbl 1211.60011) Full Text: DOI
Griffin, Philip S.; Qazi, Fozia S. Limit laws of modulus trimmed sums. (English) Zbl 1015.60017 Ann. Probab. 30, No. 3, 1466-1485 (2002). MSC: 60F05 PDFBibTeX XMLCite \textit{P. S. Griffin} and \textit{F. S. Qazi}, Ann. Probab. 30, No. 3, 1466--1485 (2002; Zbl 1015.60017) Full Text: DOI
Cheng, Shihong Approximation to the expectation of a function of order statistics and its applications. (English) Zbl 0877.62014 Acta Math. Appl. Sin., Engl. Ser. 13, No. 1, 71-86 (1997). MSC: 62E20 62G30 60F05 PDFBibTeX XMLCite \textit{S. Cheng}, Acta Math. Appl. Sin., Engl. Ser. 13, No. 1, 71--86 (1997; Zbl 0877.62014) Full Text: DOI
Whalen, Edward The asymptotic distribution of magnitude trimmed sums for distributions in the Feller class. (English) Zbl 0752.60024 J. Theor. Probab. 5, No. 3, 447-463 (1992). MSC: 60F05 PDFBibTeX XMLCite \textit{E. Whalen}, J. Theor. Probab. 5, No. 3, 447--463 (1992; Zbl 0752.60024) Full Text: DOI
Hahn, Marjorie G.; Weiner, Daniel C. Asymptotic behavior of self-normalized trimmed sums: Nonnormal limits. II. (English) Zbl 0743.60024 J. Theor. Probab. 5, No. 1, 169-196 (1992). MSC: 60F05 60B10 PDFBibTeX XMLCite \textit{M. G. Hahn} and \textit{D. C. Weiner}, J. Theor. Probab. 5, No. 1, 169--196 (1992; Zbl 0743.60024) Full Text: DOI
Maller, R. A. Defining extremes and trimming by minimum covering sets. (English) Zbl 0703.60015 Stochastic Processes Appl. 35, No. 1, 169-180 (1990). Reviewer: E.Häusler MSC: 60F05 60G50 62G35 PDFBibTeX XMLCite \textit{R. A. Maller}, Stochastic Processes Appl. 35, No. 1, 169--180 (1990; Zbl 0703.60015) Full Text: DOI
Hahn, Marjorie G.; Kuelbs, Jim; Weiner, Daniel C. The asymptotic distribution of magnitude-Winsorized sums via self- normalization. (English) Zbl 0696.60025 J. Theor. Probab. 3, No. 1, 137-168 (1990). Reviewer: J.C.Abril MSC: 60F05 60F15 PDFBibTeX XMLCite \textit{M. G. Hahn} et al., J. Theor. Probab. 3, No. 1, 137--168 (1990; Zbl 0696.60025) Full Text: DOI
Griffin, Philip S. The influence of extremes on the law of the iterated logarithm. (English) Zbl 0621.60033 Probab. Theory Relat. Fields 77, No. 2, 241-270 (1988). MSC: 60F15 PDFBibTeX XMLCite \textit{P. S. Griffin}, Probab. Theory Relat. Fields 77, No. 2, 241--270 (1988; Zbl 0621.60033) Full Text: DOI