Multivariate generalized linear-statistics of short range dependent data

DOI10.1214/16-EJS1124zbMath1332.62158arXiv1412.0379OpenAlexW2963810335MaRDI QIDQ259201

Svenja Fischer, Martin Wendler, Roland Fried

Publication date: 11 March 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.0379

zbMATH Keywords

strong mixingU-statisticsgeneralized median estimatorGL-statisticstail parameter

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Uses Software

• longmemo

Cites Work

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