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## Abstract

We prove a functional central limit theorem for modulus trimmed i.i.d.variables in the domain of attraction of a nonnormal stable law. In contrast to the corresponding result under ordinary trimming, our CLT contains a random centering factor which is inevitable in the nonsymmetric case. The proof is based on the weak convergence of a two-parameter process where one of the parameters is time and the second one is the fraction of truncation.

Original language | English |
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Pages (from-to) | 61-67 |

Number of pages | 7 |

Journal | Statistics & Probability Letters |

Volume | 86 |

Issue number | 1 |

DOIs | |

Publication status | Published - Mar 2014 |

## Keywords

- Central limit theorem
- Iid sums
- Modulus trimming
- Stable distribution

## ASJC Scopus subject areas

- Statistics and Probability
- Statistics, Probability and Uncertainty

## Fields of Expertise

- Information, Communication & Computing

## Treatment code (Nähere Zuordnung)

- Theoretical

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