Cram\'er type moderate deviations for intermediate trimmed means
Probability
2016-08-09 v1
Abstract
In this article we establish Cram\'er type moderate deviation results for (intermediate) trimmed means , where -- the order statistics corresponding to the first observations of a~sequence of i.i.d random variables with . We consider two cases of intermediate and heavy trimming. In the former case, when (, ) and as , we obtain our results under a~natural moment condition and a~mild condition on the rate at which and tend to zero. In the latter case we do not impose any moment conditions on , instead, we require some smoothness of in an~open set containing the limit points of the trimming sequences , .
Keywords
Cite
@article{arxiv.1608.02246,
title = {Cram\'er type moderate deviations for intermediate trimmed means},
author = {Nadezhda Gribkova},
journal= {arXiv preprint arXiv:1608.02246},
year = {2016}
}