کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155833 958775 2012 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
UU-processes, UU-quantile processes and generalized linear statistics of dependent data
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
UU-processes, UU-quantile processes and generalized linear statistics of dependent data
چکیده انگلیسی

Generalized linear statistics are a unifying class that contains UU-statistics, UU-quantiles, LL-statistics as well as trimmed and Winsorized UU-statistics. For example, many commonly used estimators of scale fall into this class. GLGL-statistics have only been studied under independence; in this paper, we develop an asymptotic theory for GLGL-statistics of sequences which are strongly mixing or L1L1 near epoch dependent on an absolutely regular process. For this purpose, we prove an almost sure approximation of the empiricalUU-process by a Gaussian process. With the help of a generalized Bahadur representation, it follows that such a strong invariance principle also holds for the empirical UU-quantile process and consequently for GLGL-statistics. We obtain central limit theorems and laws of the iterated logarithm for UU-processes, UU-quantile processes and GLGL-statistics as straightforward corollaries.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 3, March 2012, Pages 787–807
نویسندگان
,