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arxiv: 1608.05015 · v1 · pith:OVPPGH3Qnew · submitted 2016-08-17 · 🧮 math.PR

Cram\'er type moderate deviations for trimmed L-statistics

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keywords craml-statisticsresultstrimmedtypedeviationsmoderatesmoothness
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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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