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).
| Original language | English |
|---|---|
| Pages (from-to) | 187-192 |
| Number of pages | 6 |
| Journal | Commentationes Mathematicae Universitatis Carolinae |
| Volume | 38 |
| Issue number | 1 |
| State | Published - 1997 |
Keywords
- GL-statistic
- L-statistic
- Stationary ergodic process
- Strong law of large numbers