Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables

被引：0

作者：

Cali, Camilla ^{[1
]}

Longobardi, Maria ^{[1
]}

Macci, Claudio ^{[2
]}

Pacchiarotti, Barbara ^{[2
]}

机构：

[1] Univ Napoli Federico II, Dipartimento Biol, Via Cintia,Complesso Monte S Angelo, I-80126 Naples, Italy

[2] Univ Roma Tor Vergata, Dipartimento Matemat, Via Ric Sci, I-00133 Rome, Italy

来源：

METRIKA | 2022年 / 85卷 / 06期

关键词：

Large deviations; Moderate deviations; Cumulative entropy; L-statistics; LARGE DEVIATIONS;

D O I：

10.1007/s00184-021-00849-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove large (and moderate) deviations for a class of linear combinations of spacings generated by i.i.d. exponentially distributed random variables. We allowa wide class of coefficients which can be expressed in terms of continuous functions defined on [0, 1] which satisfy some suitable conditions. In this way we generalize some recent results by Giuliano et al. (J Statist Plann Inference 157-158:77-89, 2015) which concern the empirical cumulative entropies defined in Di Crescenzo et al. (J Statist Plann Inference 139:4072-4087, 2009a).

引用

页码：733 / 752

页数：20

共 21 条

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