Generalized L-, M-, and R-statistics

DOI10.1214/AOS/1176346393zbMATH Open0538.62015OpenAlexW1979652873MaRDI QIDQ793458FDOQ793458

Authors: Robert J. Serfling 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346393

Recommendations

• Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
• scientific article; zbMATH DE number 169512
• Incomplete generalized \(L\)-statistics
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
• Asymptotic normality of generalized L-statistics with unbounded scores

zbMATH Keywords

asymptotic normalitycentral limit theoremempirical distribution functioninfluence curveslinear functions of order statisticsgeneralized L-statisticsHodges-Lehmann estimator of locationM- statisticsR- statisticstrimmed U-statisticsU- statistic structuresBerry-Esséen rates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Cited In (57)

• Non-Gaussian limit distributions for \(U\)-statistics based on trimmed and winsorized samples
• Functional Sequential Treatment Allocation
• “Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution,” Vytaras Brazauskas and Robert Serfling, October 2000.
• Functional sequential treatment allocation with covariates
• Title not available (Why is that?)
• Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
• Asymptotic distributions of non-degenerate U-statistics on trimmed samples
• Multivariate generalized linear-statistics of short range dependent data
• A kernel-type estimator for generalized quantiles
• Efficient and Robust Fitting of Lognormal Distributions
• Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences
• Transform orders and stochastic monotonicity of statistical functionals
• Characterizations and o-statistic representations of lu-statistics
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• A modified functional delta method and its application to the estimation of risk functionals
• Asymptotics of the two-stage spatial sign correlation
• Bootstrapping for generalized l-statistics
• Regression-free and robust estimation of scale for bivariate data
• Sequential Confidence Intervals Based on Generalized Hodges–Lehmann Location Estimators and Related Statistics
• Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
• The Bahadur-Kiefer representation for \(U\)-quantiles
• ESTIMATING THE ASYMPTOTIC VARIANCE OF GENERALIZEDL-STATISTICS
• Asymptotic theorems for kernel U-quantiles
• Non-uniform Berry-Esseen bounds for weighted \(U\)-statistics and generalized \(L\)-statistics
• Nonparametric tests for scale and location
• Recursive U-quantiles
• Efficient computation of generalized median estimators
• Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data
• Small sample performance of robust estimators of tail parameters for pareto and exponential models
• Trimmed slope estimates for simple linear regression
• Generalized Maximally Selected Statistics
• Incomplete generalized \(L\)-statistics
• A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median
• Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location
• \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
• Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
• Modification of the mann-whitney test
• Multivariate generalized S-estimators
• Weak and strong representations for trimmed U-statistics
• Asymptotic normality of generalized L-statistics with unbounded scores
• Finite sample tail behavior of multivariate location estimators
• Glivenko-Cantelli properties of some generalized empirical DF's and strong convergence of generalized L-statistics
• Weak convergence of sequences of first passage processes and applications
• Optimal sparse singular value decomposition for high-dimensional high-order data
• Asymptotic normality of two sample linear rank statistics under U- statistic structure
• Asymptotic distributions for a class of generalized \(L\)-statistics
• A robust scale estimator based on pairwise means
• Distorted stochastic dominance: a generalized family of stochastic orders
• A large deviation theorem for \(U\)-processes
• Some asymptotic results for trimmed \(U\)-statistics
• Large deviations of U-empirical Kolmogorov-Smirnov tests and their efficiency
• Jackknife variance estimators for generalized L-statistics
• Parameter estimation in smooth empirical processes
• Asymptotic normality of U-statistics based on trimmed samples
• Robust and Efficient Estimation of the Tail Index of a Single-Parameter Pareto Distribution
• Berry-Esseen type bounds for trimmed \(U\)-statistics
• Sequential confidence intervals based on generalized m-statistics

This page was built for publication: Generalized L-, M-, and R-statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q793458)