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Stability of L-statistics from weakly dependent observations

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  • Kaluszka, Marek
  • Okolewski, Andrzej

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.

Suggested Citation

  • Kaluszka, Marek & Okolewski, Andrzej, 2011. "Stability of L-statistics from weakly dependent observations," Statistics & Probability Letters, Elsevier, vol. 81(5), pages 618-625, May.
    • Handle: RePEc:eee:stapro:v:81:y:2011:i:5:p:618-625
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    References listed on IDEAS

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    4. Kaluszka, M. & Okolewski, A., 2001. "An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 181-186, November.
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    Cited by:

    1. Okolewski, A. & Kaluszka, M., 2015. "Stability of expected L-statistics against weak dependence of observations," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 157-164.

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