An almost sure invariance principle for trimmed sums of random vectors

被引：0

作者：

Ke-Ang Fu

机构：

[1] Zhejiang Gongshang University,School of Statistics and Mathematics

来源：

Proceedings - Mathematical Sciences | 2010年 / 120卷

关键词：

Trimmed sums; strong invariance principle; law of the iterated logarithm;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Let {Xn; n ≥ 1} be a sequence of independent and identically distributed random vectors in ℜp with Euclidean norm |·|, and let Xn(r) = Xm if |Xm| is the r-th maximum of {|Xk|; k ≤ n}. Define Sn = Σk≤nXk and (r)Sn − (Xn(1) + ... + Xn(r)). In this paper a generalized strong invariance principle for the trimmed sums (r)Sn is derived.

引用

页码：611 / 618

页数：7

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[9]

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