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Some recent results on probabilities of large and moderate deviations for L-statistics. / Gribkova, Nadezhda .

2020. 27-33 Abstract from XXXVI International Seminar on Stability Problems for Stochastic Models, Petrozavodsk, Russian Federation.

Research output: Contribution to conferenceAbstractpeer-review

Harvard

Gribkova, N 2020, 'Some recent results on probabilities of large and moderate deviations for L-statistics', XXXVI International Seminar on Stability Problems for Stochastic Models, Petrozavodsk, Russian Federation, 22/06/20 - 26/06/20 pp. 27-33.

APA

Gribkova, N. (2020). Some recent results on probabilities of large and moderate deviations for L-statistics. 27-33. Abstract from XXXVI International Seminar on Stability Problems for Stochastic Models, Petrozavodsk, Russian Federation.

Vancouver

Gribkova N. Some recent results on probabilities of large and moderate deviations for L-statistics. 2020. Abstract from XXXVI International Seminar on Stability Problems for Stochastic Models, Petrozavodsk, Russian Federation.

Author

Gribkova, Nadezhda . / Some recent results on probabilities of large and moderate deviations for L-statistics. Abstract from XXXVI International Seminar on Stability Problems for Stochastic Models, Petrozavodsk, Russian Federation.

BibTeX

@conference{d010bdcabdc94dc690807e2c0d26d77c,
title = "Some recent results on probabilities of large and moderate deviations for L-statistics",
abstract = "The class of L-statistics is one of the most commonly used classes in statisticalinferences. We refer to monographs [5], [11], [12], [14] for the introduction to the theory of L-statistics. A survey on some modern applications of them in the economy and theory of actuarial risks can be found in [7]. There is an extensive literature on asymptotic properties of L-statistics, but its part concerning the large deviations is not so vast. We can mention a few of highly sharp results on this topic for L-statistics with smooth weight functions established in [13], [2], [1]. As to the trimmed L-statistics, the rst { and up to the recent time the single { result on probabilities of large deviations was obtained in [4], but under some strict and unnatural conditions.Recently, the latter result was strengthened in [10], where a dierent approach than in [4] was proposed and implemented. In this note we present some of our recent results established in [8]-[9]. To conclude this short introduction, we want to mention a paper[3], and an interesting article [6], in which a general delta method in the theory of Cherno's type large deviations was proposed and illustrated by many examples including Mestimators and L-statistics.",
author = "Nadezhda Gribkova",
note = "No book of abstracts of communications at the 2020 {"}in absentia{"} session was published; null ; Conference date: 22-06-2020 Through 26-06-2020",
year = "2020",
month = may,
day = "25",
language = "English",
pages = "27--33",
url = "http://isspsm2020.krc.karelia.ru/en/section/1",

}

RIS

TY - CONF

T1 - Some recent results on probabilities of large and moderate deviations for L-statistics

AU - Gribkova, Nadezhda

N1 - Conference code: XXXVI

PY - 2020/5/25

Y1 - 2020/5/25

N2 - The class of L-statistics is one of the most commonly used classes in statisticalinferences. We refer to monographs [5], [11], [12], [14] for the introduction to the theory of L-statistics. A survey on some modern applications of them in the economy and theory of actuarial risks can be found in [7]. There is an extensive literature on asymptotic properties of L-statistics, but its part concerning the large deviations is not so vast. We can mention a few of highly sharp results on this topic for L-statistics with smooth weight functions established in [13], [2], [1]. As to the trimmed L-statistics, the rst { and up to the recent time the single { result on probabilities of large deviations was obtained in [4], but under some strict and unnatural conditions.Recently, the latter result was strengthened in [10], where a dierent approach than in [4] was proposed and implemented. In this note we present some of our recent results established in [8]-[9]. To conclude this short introduction, we want to mention a paper[3], and an interesting article [6], in which a general delta method in the theory of Cherno's type large deviations was proposed and illustrated by many examples including Mestimators and L-statistics.

AB - The class of L-statistics is one of the most commonly used classes in statisticalinferences. We refer to monographs [5], [11], [12], [14] for the introduction to the theory of L-statistics. A survey on some modern applications of them in the economy and theory of actuarial risks can be found in [7]. There is an extensive literature on asymptotic properties of L-statistics, but its part concerning the large deviations is not so vast. We can mention a few of highly sharp results on this topic for L-statistics with smooth weight functions established in [13], [2], [1]. As to the trimmed L-statistics, the rst { and up to the recent time the single { result on probabilities of large deviations was obtained in [4], but under some strict and unnatural conditions.Recently, the latter result was strengthened in [10], where a dierent approach than in [4] was proposed and implemented. In this note we present some of our recent results established in [8]-[9]. To conclude this short introduction, we want to mention a paper[3], and an interesting article [6], in which a general delta method in the theory of Cherno's type large deviations was proposed and illustrated by many examples including Mestimators and L-statistics.

M3 - Abstract

SP - 27

EP - 33

Y2 - 22 June 2020 through 26 June 2020

ER -

ID: 86575331