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Probability Inequalities and Limit Theorems for Generalized L-Statistics |
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| Authors: | E. A. Baklanov I. S. Borisov |
| Affiliation: | (1) Novosibirsk State University, Pirogova 2, 630090 Novosibirsk, Russia;(2) Sobolev Institute of Mathematics of SB RAS, Koptyug av. 4, 630090 Novosibirsk, Russia |
| Abstract: | We obtain exponential upper bounds for tails of distributions of generalized L-statistics based on a sample from an exponential distribution. We prove the asymptotic normality of generalized L-statistics based on a sample from the uniform distribution on [0,1] and of L-statistics with decomposed kernels (without any restrictions on the sample distribution type). |
| Keywords: | order statistics L-statistics integral-type statistics exponential upper bounds moment inequalities Banach spaces asymptotic normality |
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