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David Gilat, Roelof Helmers

On strong laws for generalized L-statistics with dependent data

Comment.Math.Univ.Carolinae 38,1 (1997) 187-192.

Abstract: 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).

Keywords: L-statistic, GL-statistic, strong law of large numbers, stationary er- godic process

AMS Subject Classification: 60F, 62G, 28D

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