Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
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Publication:2934836
DOI10.1080/02331888.2013.800075zbMATH Open1367.60024arXiv1301.0726OpenAlexW2962682367MaRDI QIDQ2934836FDOQ2934836
Publication date: 22 December 2014
Published in: Statistics (Search for Journal in Brave)
Abstract: Both Marcinkiewicz-Zygmund strong laws of large numbers (MZ-SLLNs) and ordinary strong laws of large numbers (SLLNs) for plug-in estimators of general statistical functionals are derived. It is used that if a statistical functional is "sufficiently regular", then a (MZ-) SLLN for the estimator of the unknown distribution function yields a (MZ-) SLLN for the corresponding plug-in estimator. It is in particular shown that many L-, V- and risk functionals are "sufficiently regular", and that known results on the strong convergence of the empirical process of alpha-mixing random variables can be improved. The presented approach does not only cover some known results but also provides some new strong laws for plug-in estimators of particular statistical functionals.
Full work available at URL: https://arxiv.org/abs/1301.0726
Recommendations
\(\alpha\)-mixingempirical processV-statisticslaw-invariant risk measureMarcinkiewicz-Zygmund strong law of large numbersstatistical functionalplug-in estimatorL-statisticfunction bracketordinary strong law of large numbers
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Cited In (6)
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- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
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- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
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