It is pointed out that a strong law of large numbers for L-statistics established by van Zwet (1980) for i.i.d. sequences, remains valid for stationary ergodic data. When the underlying process is weakly Bernoulli, the result extends even to generalized L-statistics considered in Helmers et al. (1988).
@article{118915, author = {David Gilat and Roelof Helmers}, title = {On strong laws for generalized L-statistics with dependent data}, journal = {Commentationes Mathematicae Universitatis Carolinae}, volume = {38}, year = {1997}, pages = {187-192}, zbl = {0889.60029}, mrnumber = {1455483}, language = {en}, url = {http://dml.mathdoc.fr/item/118915} }
Gilat, David; Helmers, Roelof. On strong laws for generalized L-statistics with dependent data. Commentationes Mathematicae Universitatis Carolinae, Tome 38 (1997) pp. 187-192. http://gdmltest.u-ga.fr/item/118915/
An ergodic theorem with large normalising constants, Israel J. Math. 38 (1981), 182-188. (1981) | MR 0605376 | Zbl 0468.60036
Strong laws for L- and U-statistics, Trans. Am. Math. Society 348 (1996), 2845-2866. (1996) | MR 1363941 | Zbl 0863.60032
Glivenko-Cantelli properties of some generalized empirical df's and strong convergence of generalized L-statistics, Probab. Th. Rel. Fields 79 (1988), 75-93. (1988) | MR 0952995 | Zbl 0631.60032
A strong law for linear functions of order statistics, Ann. Probab. 8 (1980), 986-990. (1980) | MR 0586781 | Zbl 0448.60025