论文信息 - A Differential for $L$-Statistics

A Differential for $L$-Statistics

Abstract : The asymptotic normality result is competitive with one closely related statistic S sub n = Sum from i=(1 to n) of (c wiggle sub in)(X sub in) obtained under stronger conditions on J but a slightly milder condition on F. However, in addition to asymptotic normality of T(F sub n), the differential approach of the present paper yields characterization of the almost sure behavior of T(F sub n) and lends itself to straightforward extension to the case of dependent variables.

Dennis D. Boos | D. Boos

[1] Stephen M. Stigler,et al. Linear Functions of Order Statistics with Smooth Weight Functions , 1974 .

[2] R. Serfling,et al. A Note on Differentials and the CLT and LIL for Statistical Functions, with Application to $M$-Estimates , 1980 .

[3] J. Wellner. A Law of the Iterated Logarithm for Functions of Order Statistics , 1977 .

[4] K. Chung,et al. An estimate concerning the Kolmogoroff limit distribution , 1949 .

[5] N. O'Reilly. On the Weak Convergence of Empirical Processes in Sup-norm Metrics , 1974 .

[6] Barry R. James. A Functional Law of the Iterated Logarithm for Weighted Empirical Distributions , 1975 .