Sums, Trimmed Sums and Extremes

Sums, Trimmed Sums and Extremes

by Hahn

Paperback(Softcover reprint of the original 1st ed. 1991)

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Product Details

ISBN-13: 9781468467956
Publisher: Birkh�user Boston
Publication date: 04/18/2012
Series: Progress in Probability , #23
Edition description: Softcover reprint of the original 1st ed. 1991
Pages: 418
Product dimensions: 6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

I Approaches to Trimming and Self-normalization Based on Analytic Methods.- Asymptotic Behavior of Partial Sums: A More Robust Approach Via Trimming and Self-Normalization.- Weak Convergence of Trimmed Sums.- Invariance Principles and Self-Normalizations for Sums Trimmed According to Choice of Influence Function.- On Joint Estimation of an Exponent of Regular Variation and an Asymmetry Parameter for Tail Distributions.- Center, Scale and Asymptotic Normality for Censored Sums of Independent, Nonidentically Distributed Random Variables.- A Review of Some Asymptotic Properties of Trimmed Sums of Multivariate Data.- II The Quantile-Transform-Empirical-Process Approach to Trimming.- The Quantile-Transform-Empirical-Process Approach to Limit Theorems for Sums of Order Statistics.- A Note on Weighted Approximations to the Uniform Empirical and Quantile Processes.- Limit Theorems for the Petersburg Game.- A Probabilistic Approach to the Tails of Infinitely Divisible Laws.- The Quantile-Transform Approach to the Asymptotic Distribution of Modulus Trimmed Sums.- On the Asymptotic Behavior of Sums of Order Statistics from a Distribution with a Slowly Varying Upper Tail.- Limit Results for Linear Combinations.- Non-Normality of a Class of Random Variables.

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