Stability of L-statistics from weakly dependent observations

We study the stability of moments of L-estimates with respect to several types of weak dependencies motivated by different mixing concepts. An actuarial interpretation of the presented results is indicated.

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Year of publication:	2011
Authors:	Kaluszka, Marek ; Okolewski, Andrzej
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 5, p. 618-625
Publisher:	Elsevier
Keywords:	Order statistics L-statistics Spectral risk measures Weak dependence Mixings

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008868954