Generalized $L-, M-$, and $R$-Statistics
Serfling, Robert J.
Ann. Statist., Tome 12 (1984) no. 1, p. 76-86 / Harvested from Project Euclid
A class of statistics generalizing $U$-statistics and $L$-statistics, and containing other varieties of statistic as well, such as trimmed $U$-statistics, is studied. Using the differentiable statistical function approach, differential approximations are obtained and the influence curves of these generalized $L$-statistics are derived. These results are employed to establish asymptotic normality for such statistics. Parallel generalizations of $M$- and $R$-statistics are noted. Strong convergence, Berry-Esseen rates, and computational aspects are discussed.
Publié le : 1984-03-14
Classification:  Order statistics,  $L$-statistics,  $M$-statistics,  $R$-statistics,  Hodges-Lehmann estimator,  trimmed $U$-statistics,  asymptotic normality,  62E20,  60F05
@article{1176346393,
     author = {Serfling, Robert J.},
     title = {Generalized $L-, M-$, and $R$-Statistics},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 76-86},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346393}
}
Serfling, Robert J. Generalized $L-, M-$, and $R$-Statistics. Ann. Statist., Tome 12 (1984) no. 1, pp.  76-86. http://gdmltest.u-ga.fr/item/1176346393/