Stability of expected L-statistics against weak dependence of observations

作者：Okolewski A^*; Kaluszka M

来源：Statistics & Probability Letters, 2015, 106: 157-164.

DOI：10.1016/j.spl.2015.07.019

• Order statistics
• L-statistics
• Dependent observations
• Mixings

We study the stability of L-statistics with respect to dependence structures belonging to nonparametric neighbourhoods of independence of Kolmogorov and chi(2) types. The resulting bounds are expressed in terms of numerical characteristics of independent sample and parameters controlling neighbourhood's size.

• 出版日期2015-11