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1999 | 26 | 4 | 437-455
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Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case

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Using tools of approximation theory, we evaluate rates of bias convergence for sequences of generalized L-statistics based on i.i.d. samples under mild smoothness conditions on the weight function and simple moment conditions on the score function. Apart from standard methods of weighting, we introduce and analyze L-statistics with possibly random coefficients defined by means of positive linear functionals acting on the weight function.
Opis fizyczny
  • Department of Mathematical Sciences, The University of Memphis, Memphis, TN 38152, U.S.A.
  • Institute of Mathematics, Polish Academy of Sciences, Chopina 12 , 87-100 Toruń, Poland
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