On the strong law of large numbers for L-statistics with dependent data

Evgeny Baklanov

On the strong law of large numbers for L-statistics with dependent data

概率论 2007-06-13 v1 统计理论统计理论

作者: Evgeny Baklanov

摘要

The strong law of large numbers for linear combinations of functions of order statistics ( $L$ -statistics) based on weakly dependent random variables is proven. We also establish the Glivenko--Cantelli theorem for $\phi$ -mixing sequences of identically distributed random variables.

引用

@article{arxiv.math/0609758,
  title  = {On the strong law of large numbers for L-statistics with dependent data},
  author = {Evgeny Baklanov},
  journal= {arXiv preprint arXiv:math/0609758},
  year   = {2007}
}

备注

6 pages. Accepted for publication in Siberian Math. Journal. See also http://www.nsu.ru/mmf/tvims/baklanov/baklanov.html

On the strong law of large numbers for L-statistics with dependent data

摘要

引用

备注

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