Stability of L-statistics from weakly dependent observations

DOI10.1016/J.SPL.2010.12.015MaRDI QIDQ633058zbMATH OpenOpenAlexFDO

Authors Marek Kaluszka, A. Okolewski

Publication date 31 March 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.12.015

zbMATH Keywords

weak dependenceorder statisticsspectral risk measures\(L\)-statisticsmixings

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

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Cited in

(3)

• Stability of expected \(L\)-statistics against weak dependence of observations
• A note on multiple life premiums for dependent lifetimes
• On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance

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