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

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  • Pozdnyakov, Vladimir

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.

Suggested Citation

  • Pozdnyakov, Vladimir, 2004. "On the functional CLT for partial sums of truncated bounded from below random variables," Statistics & Probability Letters, Elsevier, vol. 70(2), pages 137-144, November.
  • Handle: RePEc:eee:stapro:v:70:y:2004:i:2:p:137-144
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    References listed on IDEAS

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    1. Kasahara, Yuji, 1993. "A functional limit theorem for trimmed sums," Stochastic Processes and their Applications, Elsevier, vol. 47(2), pages 315-322, September.
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