Chover's law of the iterated logarithm for trimmed sums

Xuewen Lu, Yongcheng Qi

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


Consider a sequence of independent and identically distributed random variables with the underlying distribution in the domain of attraction of a stable distribution with an exponent in (0,2]. Define the trimmed sums as the partial sums excluding r largest observations in magnitude, where r is a fixed integer. This paper proves that Chover's law of the iterated logarithm holds for the trimmed sums.

Original languageEnglish (US)
Pages (from-to)488-502
Number of pages15
JournalSankhya: The Indian Journal of Statistics
Issue number3
StatePublished - Aug 1 2006


  • Domain of attraction
  • Law of the iterated logarithm
  • Stable law
  • Trimmed sum


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