Cramér type moderate deviations for trimmed L-statistics

Abstract

We establish Cramér 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 Cramér type large deviations (LD) for trimmed L-statistics by Gribkova (2016) and Callaert et al. (1982).

arXiv admin note: text overlap with arXiv:1507.02403

References in corpus (3)

• Delta method in large deviations and moderate deviations for estimators
• The Empirical Edgeworth Expansion for a Studentized Trimmed Mean
• Cramér type large deviations for trimmed L-statistics

Cited by in corpus (2)

• Cramér type large deviations for trimmed L-statistics
• A cramér type moderate deviation theorem for the critical curie-weiss model