Probabilities of large deviations for L-statistics

DOI10.1007/BF00970804MaRDI QIDQ2277699zbMATH OpenOpenAlexFDO

Authors Ričardas Zitikis, Vidmantas Bentkus

Publication date 1990

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00970804

zbMATH Keywords

L-statisticslarge deviations for sums of independent identically distributed random variablesnormal distributionorder statisticsuniform convergence

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)

Review text

See the review in Zbl 0706.62015.

Cites work

• Approximation Theorems of Mathematical Statistics
• Cramer type large deviations for linear combinations of order statistics
• Functions of Order Statistics
• Gaussian measures in Banach spaces
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• Large deviations of goodness of fit statistics and linear combinations of order statistics
• Linear functions of order statistics with smooth weight functions
• On the Rate of Convergence in Normal Approximation and Large Deviation Probabilities for a Class of Statistics

Cited in

(15)

• Large deviations and asymptotic efficiency of a statistic of integral type. II
• Large and moderate deviations for \(L\)-statistics
• Probabilities of large deviations for the \(\chi^2\) approximation
• Laws of large numbers for L-statistics
• Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
• The loudest event statistic: general formulation, properties and applications
• Probabilities of Large Deviations for Randomized Divisible Statistics in the Multinomial Scheme
• An Edgeworth expansion for finite-population \(L\)-statistics
• scientific article; zbMATH DE number 169512 (Why is no real title available?)
• Large deviation probabilities in terms of majorizing measures
• Cramér-type moderate deviations for intermediate trimmed means
• scientific article; zbMATH DE number 1894354 (Why is no real title available?)
• The probabilities of large deviations for a certain class of statistics associated with multinomial distribution
• Cramér type moderate deviations for trimmed \(L\)-statistics
• Delta method in large deviations and moderate deviations for estimators

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