On strong laws for generalized L-statistics with dependent data
Commentationes Mathematicae Universitatis Carolinae, Tome 38 (1997) no. 1, pp. 187-192
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It is pointed out that a strong law of large numbers for L-statistics established by van Zwet (1980) for i.i.d. sequences, remains valid for stationary ergodic data. When the underlying process is weakly Bernoulli, the result extends even to generalized L-statistics considered in Helmers et al. (1988).
Classification :
28D05, 60F15, 60G10, 62G20, 62G30
Keywords: L-statistic; GL-statistic; strong law of large numbers; stationary ergodic process
Keywords: L-statistic; GL-statistic; strong law of large numbers; stationary ergodic process
@article{CMUC_1997__38_1_a17,
author = {Gilat, David and Helmers, Roelof},
title = {On strong laws for generalized {L-statistics} with dependent data},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {187--192},
publisher = {mathdoc},
volume = {38},
number = {1},
year = {1997},
mrnumber = {1455483},
zbl = {0889.60029},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_1997__38_1_a17/}
}
TY - JOUR AU - Gilat, David AU - Helmers, Roelof TI - On strong laws for generalized L-statistics with dependent data JO - Commentationes Mathematicae Universitatis Carolinae PY - 1997 SP - 187 EP - 192 VL - 38 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/CMUC_1997__38_1_a17/ LA - en ID - CMUC_1997__38_1_a17 ER -
%0 Journal Article %A Gilat, David %A Helmers, Roelof %T On strong laws for generalized L-statistics with dependent data %J Commentationes Mathematicae Universitatis Carolinae %D 1997 %P 187-192 %V 38 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/CMUC_1997__38_1_a17/ %G en %F CMUC_1997__38_1_a17
Gilat, David; Helmers, Roelof. On strong laws for generalized L-statistics with dependent data. Commentationes Mathematicae Universitatis Carolinae, Tome 38 (1997) no. 1, pp. 187-192. http://geodesic.mathdoc.fr/item/CMUC_1997__38_1_a17/