On asymptotic linearity of L-estimates

✍ Scribed by Erika Hönschová; František Rublík

• Book ID: 111493052
• Publisher: SP Versita
• Year: 2009
• Tongue: English
• Weight: 623 KB
• Volume: 59
• Category: Article
• ISSN: 0139-9918
• DOI: 10.2478/s12175-009-0155-y

✦ Synopsis

A theorem on asymptotic linearity of L-estimates is proved under general set of regularity conditions, allowing the sampled distribution to be nonintegrable. 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.