Asymptotic distributions for a class of generalized L-statistics

DOI10.3150/09-BEJ240zbMATH Open1207.62031arXiv1011.5757OpenAlexW3106511179MaRDI QIDQ627294FDOQ627294

Authors: Y. V. Borovskikh, Neville Weber 

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

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.

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

Recommendations

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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)

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Cited In (15)

• Non-Gaussian limit distributions for \(U\)-statistics based on trimmed and winsorized samples
• Integral distribution-free statistics of \(L_p\)-type and their asymptotic comparison
• 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
• Title not available (Why is that?)
• Non-uniform Berry-Esseen bounds for weighted \(U\)-statistics and generalized \(L\)-statistics
• Title not available (Why is that?)
• On the asymptotic normality of finite population \(L\)-statistics
• Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
• Asymptotic normality of generalized L-statistics with unbounded scores
• 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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