Abstract:In this article we establish Cramér type moderate deviation results for (intermediate) trimmed means T n = n −1 n−mn i=kn+1 X i:n , where X i:n -the order statistics corresponding to the first n observations of a sequence X 1 , X 2 , . . . of i.i.d random variables with df F . We consider two cases of intermediate and heavy trimming. In the former case, when max(α n , β n ) → 0 (α n = k n /n, β n = m n /n) and min(k n , m n ) → ∞ as n → ∞, we obtain our results under a natural moment condition and a mild condi… Show more
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