Generalized L‐statistics: Correction to the Form of the Asymptotic Variance Presented by Helmers et al. (1990)

Mary Putt and Vernon M. Chinchilli

Scandinavian Journal of Statistics, 1999, vol. 26, issue 3, 475-476

Abstract: We show that the asymptotic variance of a “generalized L‐statistic” is a function of the difference between the conditional and unconditional cumulative distribution functions of the kernel used to form the statistic.

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:26:y:1999:i:3:p:475-476

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