Sharp large deviations for a class of normalized L-statistics and applications

DOI10.1007/S00362-019-01109-8MaRDI QIDQ2066520zbMATH OpenOpenAlexWikidataFDO

Authors Hui Jiang, Jin Shao, Qing-Shan Yang

Publication date 14 January 2022

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-019-01109-8

zbMATH Keywords

change of measure methodL-statisticssharp large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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• Saddlepoint approximations
• Sharp large deviations for Gaussian quadratic forms with applications
• Sharp Large Deviations for the Ornstein--Uhlenbeck Process
• Sharp large deviations in nonparametric estimation

Cited in

(4)

• Large deviations for sums of bounded functions of a normalized sample under gamma distribution
• Sharp probability estimates for generalized Smirnov statistics
• Large deviations for L-statistics
• Moderate deviations for a class of L-statistics

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