Geodesic
On the role of extreme summands in sums of independent random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 3, pp. 575-583

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Sums of independent identically distributed random variables are considered. It is assumed that the underlying distribution belongs to the domain of attraction of a stable law with the characteristic exponent $\alpha\in(0,1)\cup(1,2)$. We focus our attention on the limit distribution of those sums from which k extreme right and $m$ extreme left summands are removed.
Keywords: monotone $\varepsilon$-approximation, order statistic
Mots-clés : Poisson spectrum, stable distribution. 
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     author = {A. V. Nagaev and I. M. Khamdamov},
     title = {On the role of extreme summands in sums of independent random variables},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {575--583},
     publisher = {mathdoc},
     volume = {47},
     number = {3},
     year = {2002},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a11/}
}
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A. V. Nagaev; I. M. Khamdamov. On the role of extreme summands in sums of independent random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 3, pp. 575-583. http://geodesic.mathdoc.fr/item/TVP_2002_47_3_a11/