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Cramér type moderate deviations for trimmed L-statistics

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Abstract

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].

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Gribkova, N. Cramér type moderate deviations for trimmed L-statistics. Math. Meth. Stat. 25, 313–322 (2016). https://doi.org/10.3103/S1066530716040050

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  • DOI: https://doi.org/10.3103/S1066530716040050

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