TRIMMED SUMS OF MIXING TRIANGULAR ARRAYS WITH STATIONARY ROWS
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概要
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Limit laws of trimmed sums are studied for triangular arrays of rowwise stationary random variables. It is shown that if the marginal distribution of the array belongs to the domain of attraction of an infinitely divisible law without Gaussian component, the trimmed sum converges weakly to a nondegenerate random variable under some mixing and local dependence conditions.
- Yokohama City Universityの論文
- 1992-00-00
Yokohama City University | 論文
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