2016
DOI: 10.3103/s1066530716040050
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Cramér type moderate deviations for trimmed L-statistics

Abstract: We establish Cramér 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 Lstatistic. Our results complement previous work on Cramér type large deviations (LD) for trimmed L-statistics by Gribkova (2016) and Callaert et al. (1982).

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Cited by 4 publications
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“…One of the basic characteristics of QFI is that we can get its Lower bound on the achievable mean-square error of the estimated parameter. The unbiased estimator for the parameter ϖ is called quantum Cramer-Rao (QCR) theorem, and the QCR bound is given in the following inequality: [47][48][49] ∆ϖ ≥…”
Section: Quantum Fisher Information For a Singlequbit Systemmentioning
confidence: 99%
“…One of the basic characteristics of QFI is that we can get its Lower bound on the achievable mean-square error of the estimated parameter. The unbiased estimator for the parameter ϖ is called quantum Cramer-Rao (QCR) theorem, and the QCR bound is given in the following inequality: [47][48][49] ∆ϖ ≥…”
Section: Quantum Fisher Information For a Singlequbit Systemmentioning
confidence: 99%