Probabilities of large deviations for L-statistics

DOI10.1007/BF00970804zbMath0725.62019OpenAlexW1975895298MaRDI QIDQ2277699

Ričardas Zitikis, Vidmantas Bentkus

Publication date: 1990

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00970804

zbMATH Keywords

order statisticsuniform convergencenormal distributionL-statisticslarge deviations for sums of independent identically distributed random variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Large deviations (60F10)

Related Items (6)

Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables ⋮ An Edgeworth expansion for finite-population \(L\)-statistics ⋮ Cramér-type moderate deviations for intermediate trimmed means ⋮ Large and moderate deviations for \(L\)-statistics ⋮ Cramér type moderate deviations for trimmed \(L\)-statistics ⋮ Delta method in large deviations and moderate deviations for estimators

Cites Work

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• Large deviations of goodness of fit statistics and linear combinations of order statistics
• Cramer type large deviations for linear combinations of order statistics
• Gaussian measures in Banach spaces
• Linear functions of order statistics with smooth weight functions
• Approximation Theorems of Mathematical Statistics
• On the Rate of Convergence in Normal Approximation and Large Deviation Probabilities for a Class of Statistics
• Functions of Order Statistics

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