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Sibirskii Matematicheskii Zhurnal, 2006, Volume 47, Number 6, Pages 1199–1204
(Mi smj928)
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This article is cited in 5 scientific papers (total in 5 papers)
The strong law of large numbers for $L$-statistics with dependent data
E. A. Baklanov Novosibirsk State University
Abstract:
We prove the strong law of large numbers for the linear combinations of functions of order statistics ($L$-statistics) based on weakly dependent random variables. We also establish the Glivenko–Cantelli theorem for $\varphi$-mixing sequences of identically distributed random variables.
Keywords:
$L$-statistics, stationary ergodic sequences, $\varphi$-mixing, Glivenko–Cantelli theorem, strong law of large numbers.
Received: 23.03.2006 Revised: 31.05.2006
Citation:
E. A. Baklanov, “The strong law of large numbers for $L$-statistics with dependent data”, Sibirsk. Mat. Zh., 47:6 (2006), 1199–1204; Siberian Math. J., 47:6 (2006), 974–979
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https://www.mathnet.ru/eng/smj928 https://www.mathnet.ru/eng/smj/v47/i6/p1199
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Abstract page: | 364 | Full-text PDF : | 133 | References: | 57 |
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