Cram\'er type moderate deviations for trimmed L-statistics
Probability
2017-08-07 v1
Abstract
We establish Cram\'er type moderate deviation (MD}) results for heavy trimmed L-statistics; we obtain our results under a very mild smoothness condition on the inversion ( is the underlying distribution of i.i.d. observations) near two points, where trimming occurs, we assume also some smoothness of weights of the L-statistic. Our results complement previous work on Cram\'er type large deviations (LD) for trimmed L-statistics by Gribkova (2016) and Callaert et al. (1982).
Cite
@article{arxiv.1608.05015,
title = {Cram\'er type moderate deviations for trimmed L-statistics},
author = {Nadezhda Gribkova},
journal= {arXiv preprint arXiv:1608.05015},
year = {2017}
}
Comments
arXiv admin note: text overlap with arXiv:1507.02403