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

DOI10.1016/J.JSPI.2015.10.009zbMATH Open1332.62081OpenAlexW1854737831MaRDI QIDQ254221FDOQ254221

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

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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)

Cites Work

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• Berry–Esseen Bound for a Class of NormalizedL-Statistics
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• Asymptotic properties of a goodness-of-fit test based on maximum correlations
• On the theory of order statistics
• A directional test of exponentiality based on maximum correlations
• Moderate deviations for a class of L-statistics
• Asymptotic properties of exponentiality tests based on \(L\)-statistics

Cited In (4)

• Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case
• Title not available (Why is that?)
• Sharp large deviations for a class of normalized L-statistics and applications
• Uniform exponential bound for the normalized empirical process

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