An exponential nonuniform convergence rate for a class of normalized L-statistics

DOI10.1016/J.JSPI.2015.10.009zbMath1332.62081OpenAlexW1854737831MaRDI QIDQ254221

Lei Yu, Hui Jiang, Wei Gang Wang

Publication date: 8 March 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.10.009

zbMATH Keywords

change of measurenonuniform convergence ratenormalized L-statisticsRényi's representation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Sharp large deviations for a class of normalized L-statistics and applications

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