In this paper, we propose a~new approach to the investigation of asymptotic properties of trimmed
L-statistics and we apply it to the Cram\'{e}r type large deviation problem.
Our results can be compared with ones in Callaert et~al.~(1982) -- the first and, as far as we know,~the single article, where some results on probabilities of large deviations
for the trimmed $L$-statistics were obtained, but under some strict and unnatural conditions.
Our approach is to approximate the trimmed $L$-statistic by a~non-trimmed $L$-statistic (with smooth weight function) based on Winsorized random variables. Using this method, we establish the Cram\'{e}r type large deviation results for the trimmed $L$-statistics under quite mild and natural conditions.
Original languageEnglish
Pages (from-to)101–118
Number of pages18
JournalProbability and Mathematical Statistics
Volume37
Issue number1
DOIs
StatePublished - 31 Jan 2017

    Scopus subject areas

  • Mathematics(all)

ID: 9216091