DOI

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 $L$-statistics
by Gribkova~(2016) and Callaert et~al.~(1982)
Язык оригиналаанглийский
Страницы (с-по)313--322
Число страниц15
ЖурналMathematical Methods of Statistics
Том25
Номер выпуска4
DOI
СостояниеОпубликовано - 1 ноя 2016

    Предметные области Scopus

  • Математика (все)

    Области исследований

  • moderate deviations; large deviations; trimmed L-statistics

ID: 9215063