Cramér type moderate deviations for trimmed L-statistics

DOI10.3103/S1066530716040050zbMATH Open1362.60024MaRDI QIDQ523729FDOQ523729

Authors N. V. Gribkova

Publication date 21 April 2017

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.05015

zbMATH Keywords

large deviationsmoderate deviationstrimmed \(L\)-statistics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Large deviations (60F10) Order statistics; empirical distribution functions (62G30)

Abstract: We establish Cram'er type moderate deviation (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'er type large deviations (LD) for trimmed L-statistics by Gribkova (2016) and Callaert et al. (1982).

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Cited in

(5)

• A refined Cramér-type moderate deviation for sums of local statistics
• Cramér type large deviations for trimmed \(L\)-statistics
• scientific article; zbMATH DE number 792628 (Why is no real title available?)
• Sharp large deviations for a class of normalized L-statistics and applications
• Cramér-type moderate deviations for intermediate trimmed means

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