Stability of expected L-statistics against weak dependence of observations

A. Okolewski and M. Kaluszka

Statistics & Probability Letters, 2015, vol. 106, issue C, 157-164

Abstract: We study the stability of L-statistics with respect to dependence structures belonging to nonparametric neighbourhoods of independence of Kolmogorov and χ2 types. The resulting bounds are expressed in terms of numerical characteristics of independent sample and parameters controlling neighbourhood’s size.

Keywords: Order statistics; L-statistics; Dependent observations; Mixings (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.07.019

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