An exponential nonuniform convergence rate for a class of normalized L-statistics

DOI10.1016/J.JSPI.2015.10.009MaRDI QIDQ254221zbMATH OpenOpenAlexFDO

Authors Lei Yu, Weigang Wang, Hui Jiang

Publication date 8 March 2016

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2015.10.009

zbMATH Keywords

change of measurenonuniform convergence ratenormalized L-statisticsRényi's representation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

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• An exponential nonuniform Berry-Esseen bound for self-normalized sums
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• Asymptotic properties of exponentiality tests based on L-statistics
• Berry–Esseen Bound for a Class of NormalizedL-Statistics
• Error bounds for linear combinations of order statistics
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Cited in

(4)

• Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case
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• Sharp large deviations for a class of normalized L-statistics and applications
• Uniform exponential bound for the normalized empirical process

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