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Cramér type moderate deviations for trimmed L -statistics
Mathematical Methods of Statistics Pub Date : 2016-12-28 , DOI: 10.3103/s1066530716040050
N. Gribkova

We establish Cramér type moderate deviation 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 function 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 Cramér type large deviations for trimmed L-statistics [8] and [5].

中文翻译:

修整后的L统计量的Cramér类型适度偏差

我们为重整的L统计量建立了Cramér类型的中度偏差结果;我们在非常温和的平滑度条件下,在发生修整的两个点附近的反演F -1F是iid观测值的基本分布函数)下获得了结果,我们还假设了L统计量权重的平滑度。我们的结果补充了先前关于修剪L统计量的Cramér类型大偏差的工作[8]和[5]。
更新日期:2016-12-28
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