Abstract
We show that the asymptotic variance of a "generalized L-statistic" is a function of the difference between the conditional and unconditional cumulative distribution functions of the kernel used to form the statistic.
Original language | English (US) |
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Pages (from-to) | 475-476 |
Number of pages | 2 |
Journal | Scandinavian Journal of Statistics |
Volume | 26 |
Issue number | 3 |
DOIs | |
State | Published - Sep 1999 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty