Convergence rate of distributions of trimmed sums

被引:0
|
作者
Qi, YC [1 ]
Cheng, SH [1 ]
机构
[1] BEIJING UNIV, DEPT PROBABIL & STAT, BEIJING 100871, PEOPLES R CHINA
关键词
trimmed sum; order statistics; convergence rate; normal approximation;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The authors first derive the normal expansion of the joint density function of two order statistics from the uniform distribution and then, using the approximation, establish a way to estimate the normal convergence rate for trimmed sums. For applications, the convergence rates for the intermediately trimmed sums and heavily trimmed sums are found out.
引用
收藏
页码:349 / 364
页数:16
相关论文
共 50 条