Generalized L-, M-, and R-statistics (Q793458)

In this paper a new class of statistics, called generalized L-statistics (GL-statistics for short) is introduced and studied. The class of GL- statistics is quite large. It includes U-statistics, linear functions of order statistics and many other statistics of interest, such as ''trimmed U-statistics'' and the Hodges-Lehmann estimator of location. GL-statistics can be viewed as L-functionals of the empirical distribution function of U-statistic structures. This representation is employed by the author to prove, with the aid of the differential statistical function approach, asymptotic normality for generalized L-statistics. A related CLT for GL- statistics was obtained by \textit{B. W. Silverman}, Ann. Probab. 11, 745- 751 (1983; Zbl 0514.60040), using a different method of proof. Similar generalizations of M- and R-statistics are briefly sketched. Recent further as yet unpublished work by \textit{S. Csörgö}, \textit{L. Horvath} and the author (A strong approximation for the empirical process of U-statistic structure) and by \textit{P. Janssen}, the author and the reviewer (Glivenko-Cantelli theorems for empirical distribution function of U-statistic structure, and a Berry-Esséen theorem for GL-statistics) is also mentioned.