On asymptotic linearity of L-estimates

Mathematica Slovaca - Tập 59 - Trang 667-678 - 2009
Erika Hönschová1, František Rublík2
1Department of Applied Mathematics and Statistics, Comenius University, Bratislava 4, Slovakia
2Institute of Measurement Science, Bratislava, Slovakia

Tóm tắt

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.

Tài liệu tham khảo

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