讲座内容简介:
In this paper, we concentrate on the asymptotic expansion for a class of normalized L-statistics. By the change of measure method and asymptotic analysis techniques, we can obtain the sharp large deviations for the above mentioned L-statistics. Finally, our results could be applied to Gini, Fortiana-Grané and Jackson statistics. From the simulation study, we can see that the approximations obtained from the obtained sharp large deviations are very accurate for small tail probabilities.
讲座人简介:
杨青山,东北师范大学数学与统计学院副教授,主要研究方向为随机分析与随机过程的应用,在《Sys.Contro.Letter》,《J.Math.Anal.Appl.》、《Automatica》,《Nonlinear Anal.Appl.》,《Ann. Econ. Fina.》,《Stat.paper》等杂志发表多篇论文,主持国家自然科学基金一项。