Probability Inequalities and Limit Theorems for Generalized L-Statistics

被引：0
|
作者：
E. A. Baklanov
I. S. Borisov
机构：
[1] Novosibirsk State University,
[2] Sobolev Institute of Mathematics of SB RAS,undefined
来源：
Lithuanian Mathematical Journal | 2003年 / 43卷 / 2期
关键词：
order statistics; -statistics; integral-type statistics; exponential upper bounds; moment inequalities; Banach spaces; asymptotic normality;
D O I：
10.1023/A:1024258804759
中图分类号：
学科分类号：
摘要：
We obtain exponential upper bounds for tails of distributions of generalized L-statistics based on a sample from an exponential distribution. We prove the asymptotic normality of generalized L-statistics based on a sample from the uniform distribution on [0,1] and of L-statistics with decomposed kernels (without any restrictions on the sample distribution type).
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页码：125 / 140
页数：15
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