Edgeworth expansions for linear combinations of order statistics are established. The theorems require smooth weight functions and the underlying distribution function must possess a finite fourth moment. In addition a local smoothness condition is imposed on the underlying distribution function.
Publié le : 1980-11-14
Classification:
Linear combinatons of order statistics,
$L$-estimators,
Edgeworth expansions,
second order efficiency,
deficiency,
62G30,
62E20
@article{1176345207,
author = {Helmers, R.},
title = {Edgeworth Expansions for Linear Combinations of Order Statistics with Smooth Weight Functions},
journal = {Ann. Statist.},
volume = {8},
number = {1},
year = {1980},
pages = { 1361-1374},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345207}
}
Helmers, R. Edgeworth Expansions for Linear Combinations of Order Statistics with Smooth Weight Functions. Ann. Statist., Tome 8 (1980) no. 1, pp. 1361-1374. http://gdmltest.u-ga.fr/item/1176345207/