Stability of L-statistics from weakly dependent observations

Marek Kaluszka and Andrzej Okolewski

Statistics & Probability Letters, 2011, vol. 81, issue 5, 618-625

Abstract: We study the stability of moments of L-estimates with respect to several types of weak dependencies motivated by different mixing concepts. An actuarial interpretation of the presented results is indicated.

Keywords: Order; statistics; L-statistics; Spectral; risk; measures; Weak; dependence; Mixings (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (1)

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