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，东北师范大学英国威廉希尔公司官网副教授，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。