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Moderate Deviations for a Class of L-Statistics

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Abstract

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 Rényi representation. Moreover, we also apply our result to Jackson, Gini and Fortiana-Grané tests and obtain their asymptotic properties.

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Authors and Affiliations

  1. School of Science, Nanjing University of Aeronautics and Astronautics, Nanjing, 210016, China

    Hui Jiang

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  1. Hui Jiang
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Correspondence to Hui Jiang.

Additional information

Research supported by the National Natural Science Foundation of China (10571139).

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Jiang, H. Moderate Deviations for a Class of L-Statistics. Acta Appl Math 109, 1165–1178 (2010). https://doi.org/10.1007/s10440-008-9375-3

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  • DOI: https://doi.org/10.1007/s10440-008-9375-3

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