Seminario "Second order asymptotics for intermediate trimmed means and L-statistics"

Quando: Mercoledì 12 Dicembre 2018 h. 12.00

Dove: Aula Seminari 4026 (edificio U7, 4° piano) Via Bicocca degli Arcimboldi, 8 – 20126 Milano
 
Titolo: Second order asymptotics for intermediate trimmed means and L-statistics
Speaker: Nadezhda Gribkova, PhD. Faculty of Mathematics and Mechanics St. Petersburg State University, Russia
 
 
Abstract.We investigate the asymptotic behavior of distributions of intermediate trimmed means and L-statistics. In this talk, some of our recent results on the rate of convergence in the Central Limit Theorem and on one-term Edgeworth-type expansions for intermediate trimmed sums will be presented.
Besides, we will discuss our results on probabilities of large and moderate deviations for L-statistics and trimmed sums. They can be useful for constructing more practically attractive confidence regions for various values estimated by L-statistics, when compared to those arising from the Central Limit Theorem.
Finally, we will present our approach for studying the asymptotic properties of intermediate trimmed sums and L-statistics based on a special stochastic approximation, using Winsorized observations.

The talk is partially based on joint work with R. Helmers (Centre for Mathematics and Computer Science, Amsterdam, the Netherlands)
 
Per informazioni: francesca.greselin@unimib.it