Asymptotic distributions for a class of generalized L-statistics

DOI10.3150/09-BEJ240MaRDI QIDQ627294zbMATH OpenOpenAlexFDO

Authors Y. V. Borovskikh, Neville Weber

Publication date 28 February 2011

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1011.5757

zbMATH Keywords

\(U\)-statisticsweak convergencegeneralized \(L\)-statisticstrimmed \(U\)-statistics

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20)

Abstract: We adapt the techniques in Stigler [Ann. Statist. 1 (1973) 472--477] to obtain a new, general asymptotic result for trimmed $U$-statistics via the generalized $L$-statistic representation introduced by Serfling [Ann. Statist. 12 (1984) 76--86]. Unlike existing results, we do not require continuity of an associated distribution at the truncation points. Our results are quite general and are expressed in terms of the quantile function associated with the distribution of the $U$-statistic summands. This approach leads to improved conditions for the asymptotic normality of these trimmed $U$-statistics.

Recommendations

• Some asymptotic results for trimmed \(U\)-statistics
• On the asymptotic normality of finite population \(L\)-statistics
• Asymptotic normality of U-statistics based on trimmed samples
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• Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics

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Cited in

(15)

• Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison
• Non-Gaussian limit distributions for \(U\)-statistics based on trimmed and winsorized samples
• Asymptotic distributions of non-degenerate U-statistics on trimmed samples
• On the use of asymptotic expansion in computing the null distribution of page's L-statistic
• Axiomatic characterizations of (quasi-) L-statistics and S-statistics and the Producer Assessment Problem
• ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICS
• scientific article; zbMATH DE number 5190919 (Why is no real title available?)
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• U-statistics on Winsorized and trimmed samples
• Asymptotic distributions of the generalized and the dual generalized extremal quotient
• Some asymptotic results for trimmed \(U\)-statistics

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