Cramér type moderate deviations for trimmed L-statisitics

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Cramér type moderate deviations for trimmed L-statisitics. / Грибкова, Надежда Викторовна.

In: Mathematical Methods of Statistics, Vol. 25, No. 4, 01.11.2016, p. 313--322.

Research output: Contribution to journal › Article › peer-review

BibTeX

@article{cfa9e12a13034fa3ae94332001be6608,

title = "Cram{\'e}r type moderate deviations for trimmed L-statisitics",

abstract = "We establish Cram\'{e}r type moderate deviation ({\it MD}) results for heavy trimmed $L$-statistics; we obtain our results under a~very mild smoothness condition on the inversion $F^{-1}$ ($F$ 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\'{e}r type large deviations ({\it LD}) for trimmed $L$-statisticsby Gribkova~(2016) and Callaert et~al.~(1982)",

keywords = "moderate deviations; large deviations; trimmed L-statistics, moderate deviations, large deviations, trimmed L-statistics",

author = "Грибкова, {Надежда Викторовна}",

note = "Gribkova N.V. Cramer type moderate deviations for trimmed L-statisitics Mathematical Methods of Statistics, 2016, 25(4), 313-322 ",

year = "2016",

month = nov,

day = "1",

doi = "10.3103/S1066530716040050",

language = "English",

volume = "25",

pages = "313----322",

journal = "Mathematical Methods of Statistics",

issn = "1066-5307",

publisher = "Allerton Press, Inc.",

number = "4",

}

RIS

TY - JOUR

T1 - Cramér type moderate deviations for trimmed L-statisitics

AU - Грибкова, Надежда Викторовна

N1 - Gribkova N.V. Cramer type moderate deviations for trimmed L-statisitics Mathematical Methods of Statistics, 2016, 25(4), 313-322

PY - 2016/11/1

Y1 - 2016/11/1

N2 - We establish Cram\'{e}r type moderate deviation ({\it MD}) results for heavy trimmed $L$-statistics; we obtain our results under a~very mild smoothness condition on the inversion $F^{-1}$ ($F$ 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\'{e}r type large deviations ({\it LD}) for trimmed $L$-statisticsby Gribkova~(2016) and Callaert et~al.~(1982)

AB - We establish Cram\'{e}r type moderate deviation ({\it MD}) results for heavy trimmed $L$-statistics; we obtain our results under a~very mild smoothness condition on the inversion $F^{-1}$ ($F$ 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\'{e}r type large deviations ({\it LD}) for trimmed $L$-statisticsby Gribkova~(2016) and Callaert et~al.~(1982)

KW - moderate deviations; large deviations; trimmed L-statistics

KW - moderate deviations

KW - large deviations

KW - trimmed L-statistics

U2 - 10.3103/S1066530716040050

DO - 10.3103/S1066530716040050

M3 - Article

VL - 25

SP - 313

EP - 322

JO - Mathematical Methods of Statistics

JF - Mathematical Methods of Statistics

SN - 1066-5307

IS - 4

ER -

ID: 9215063