English

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 Tn=n1i=kn+1nmnXi:nT_n=n^{-1} \sum_{i=k_n+1}^{n-m_n}X_{i:n}, where Xi:nX_{i:n} -- the order statistics corresponding to the first nn observations of a~sequence X1,X2,X_1,X_2,\dots of i.i.d random variables with dfdf FF. We consider two cases of intermediate and heavy trimming. In the former case, when max(αn,βn)0\max(\alpha_n,\beta_n)\to 0 (αn=kn/n\alpha_n=k_n/n, βn=mn/n\beta_n=m_n/n) and min(kn,mn)\min(k_n,m_n)\to\infty as nn\to\infty, we obtain our results under a~natural moment condition and a~mild condition on the rate at which αn\alpha_n and βn\beta_n tend to zero. In the latter case we do not impose any moment conditions on FF, instead, we require some smoothness of F1F^{-1} in an~open set containing the limit points of the trimming sequences αn\alpha_n, 1βn1-\beta_n.

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}
}
R2 v1 2026-06-22T15:14:21.184Z