On asymptotic linearity of L-estimates

Mathematica Slovaca

František Rublík¹  Erika Hönschová¹ 

关键词: L-estimates;    asymptotic normality;    asymptotic linearity;   

DOI  :  10.2478/s12175-009-0155-y

学科分类：数学（综合）

来源: Slovenska Akademia Vied * Matematicky Ustav / Slovak Academy of Sciences, Mathematical Institute

【 摘 要 】

A theorem on asymptotic linearity of L-estimates is proved under general set of regularity conditions, allowing the sampled distribution to be non-integrable. The main result is the improvement in the order of the remainder term in the formula for asymptotic linearity of L-statistic. It is shown that in the case of the integral coefficients this term R n = O P(1/n) and the case of functional coefficients is also covered.

【 授权许可】

Unknown