[Forum SIS] Seminar Nadezhda Gribkova (St. Petersburg State University) December 12, 12:00 a.m.

[Francesca Greselin]

> Mercoledì 12 Dicembre 2018
>
> h. 12.00
>
> Aula Seminari 4026 (edificio U7, 4° piano)
>
Via Bicocca degli Arcimboldi, 8 – 20126 Milano
>


> *Second order asymptotics*
>
> *for intermediate trimmed means and L-statistics*
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>
>
*Nadezhda Gribkova, PhD.*
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> *Faculty of Mathematics and Mechanics*
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> *St. Petersburg State University, Russia*
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>
>
>
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> 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.
>
>
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> The talk is partially based on joint work with R. Helmers (Centre for
> Mathematics and Computer Science, Amsterdam, the Netherlands.
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>
>
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> *Per maggiori informazioni: francesca.greselin at unimib.it
> <francesca.greselin at unimib.it>*
>
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