Moderate Deviations for a Class of L-Statistics

作者：Jiang Hui^*

来源：Acta Applicandae Mathematicae, 2010, 109(3): 1165-1178.

DOI：10.1007/s10440-008-9375-3

• Asympotic properties
• L-statistics
• Large deviations
• Moderate deviations
• Order statistics
• Renyi representation

We study a class of L-statistics based on linear combinations of order statistics divided by the sample mean. The moderate deviation and functional moderate deviation are obtained by the method of Renyi representation. Moreover, we also apply our result to Jackson, Gini and Fortiana-Grane tests and obtain their asymptotic properties.

• 出版日期2010-3
• 单位南京大学