Cramér type large deviations for trimmed L-statistics

• Autorzy: Gribkova N.

Identyfikatory

DOI

10.19195/0208-4147.37.1.4

• Języki publikacji: EN

Abstrakty

EN

In this paper, we propose a new approach to the investigation of asymptotic properties of trimmed L-statistics and we apply it to the Cramér type large deviation problem. Our results can be compared with those in Callaert et al. (1982) – the first and, as far as we know, the single article where some results on probabilities of large deviations for the trimmed L-statistics were obtained, but under some strict and unnatural conditions. Our approach is to approximate the trimmed L-statistic by a non-trimmed L-statistic (with smooth weight function) based onWinsorized random variables. Using this method, we establish the Cramér type large deviation results for the trimmed L-statistics under quite mild and natural conditions.

Słowa kluczowe

EN

trimmed L-statistics; central limit theorem; large deviations; moderate deviations

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2017
• Tom: Vol. 37, Fasc. 1
• Strony: 101--118
• Opis fizyczny: Bibliogr. 31 poz.

Twórcy

autor

Gribkova N.

• St. Petersburg State University, Mathematics and Mechanics Faculty, 199034, St. Petersburg, Universitetskaya nab. 7/9, Russia

Bibliografia

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Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).