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Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case

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Anastassiou G. A., Rychlik T.

Applicationes Mathematicae

1999

tom 26

nr 4

437-455

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.

Ograniczanie wyników

1 Applicationes Mathematicae

1 Anastassiou G. A.

1 Rychlik T.

1 1999

Wyniki wyszukiwania

Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case