Sums, Trimmed Sums and Extremes - Couverture rigide

Hahn

Couverture rigide

ISBN 10 : 0817635424 ISBN 13 : 9780817635428

Editeur : Birkhauser Boston Inc, 1991

Synopsis

The past decade has seen a resurgence of interest in the study of the asymp- totic behavior of sums formed from an independent sequence of random variables. In particular, recent attention has focused on the interaction of the extreme summands with, and their influence upon, the sum. As ob- served by many authors, the limit theory for sums can be meaningfully expanded far beyond the scope of the classical theory if an "intermediate" portion (i. e. , an unbounded number but a vanishingly small proportion) of the extreme summands in the sum are deleted or otherwise modified ("trimmed',). The role of the normal law is magnified in these intermediate trimmed theories in that most or all of the resulting limit laws involve variance-mixtures of normals. The objective of this volume is to present the main approaches to this study of intermediate trimmed sums which have been developed so far, and to illustrate the methods with a variety of new results. The presentation has been divided into two parts. Part I explores the approaches which have evolved from classical analytical techniques (condi- tionin~, Fourier methods, symmetrization, triangular array theory). Part II is Msed on the quantile transform technique and utilizes weak and strong approximations to uniform empirical process. The analytic approaches of Part I are represented by five articles involving two groups of authors.

Détails de l'édition

• Éditeur: Birkhauser Boston Inc
• Date d'édition: 1991
• Langue: anglais
• ISBN 10: 0817635424
• ISBN 13: 9780817635428
• Reliure: Relié
• Nombre de pages: 428
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible