Generalized L-, M- and R-Statistics.

Abstract

A class of statisticss generalizing U-statistics and L-statistics, and containing other varieties of statistics 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.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1981
Accession Number
ADA104480

Entities

People

  • Robert J. Serfling

Organizations

  • Johns Hopkins University

Tags

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Computing-Related Activities
  • Convergence
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Normality
  • Statistical Functions
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.