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A cramer type large deviation theorem for trimmed linear combinations of order statistics |
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| Authors: | H. Callaert M. Vandemaele N. Veraverbeke |
| Affiliation: | Limburgs Universitair Centrum , Diepenbeek, B-3610, Belgium |
| Abstract: | Sufficient conditions are established under which a (properly normalized) trimmed linear combination of order statistics admits a Cramer type large deviation theorem in the range I-A o(n )]. A ? (?)0, 0 λo λ |
| Keywords: | targe deviation order statistics trimmed L-statistics trimned mean Winsorized mean |