Cramér type moderate deviations for intermediate trimmed means

@inproceedings{Gribkova2016CramrTM,
  title={Cram{\'e}r type moderate deviations for intermediate trimmed means},
  author={Nadezhda V. Gribkova},
  year={2016}
}
  • Nadezhda V. Gribkova
  • Published 2016
In this article we establish Cramér type moderate deviation results for (intermediate) trimmed means Tn = n −1∑n−mn i=kn+1 Xi:n, where Xi:n – the order statistics corresponding to the first n observations of a sequence X1,X2, . . . of i.i.d random variables with df F . We consider two cases of intermediate and heavy trimming. In the former case, when max(αn, βn) → 0 (αn = kn/n, βn = mn/n) and min(kn,mn) → ∞ as n → ∞, we obtain our results under a natural moment condition and a mild condition on… CONTINUE READING

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