Stability of expected L-statistics against weak dependence of observations

DOI10.1016/J.SPL.2015.07.019MaRDI QIDQ900550zbMATH OpenOpenAlexFDO

Authors A. Okolewski, Marek Kaluszka

Publication date 22 December 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2015.07.019

zbMATH Keywords

\(L\)-statisticsdependent observationsmixingsorder statistics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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Cites work

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• Stability of order statistics under dependence
• Weak dependence. With examples and applications.

Cited in

(4)

• On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
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• Bounds forL-Statistics from Weakly Dependent Samples of Random Length
• Stability of \(L\)-statistics from weakly dependent observations

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