English

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 F1F^{-1} (FF 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

R2 v1 2026-06-22T15:22:29.596Z