Strong Laws of Large Numbers for Intermediately Trimmed Sums of i.i.d. Random Variables with Infinite Mean
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DOI: 10.1007/s10959-017-0802-0
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- Einmahl, J.H.J. & Haeusler, E. & Mason, D.M., 1988. "On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics," Other publications TiSEM df0f63ff-d20e-4578-86ae-8, Tilburg University, School of Economics and Management.
- Csörgo, Sándor & Simons, Gordon, 1996. "A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 65-73, January.
- Aaronson, Jon & Nakada, Hitoshi, 2003. "Trimmed sums for non-negative, mixing stationary processes," Stochastic Processes and their Applications, Elsevier, vol. 104(2), pages 173-192, April.
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Keywords
Almost sure convergence theorem; Moderately trimmed sum; Strong law of large numbers;All these keywords.
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