Generalized L-, M- and R-Statistics.

reportActive / Technical Report | Accession Number: ADA104480 | Open PDF

Abstract:

A class of statisticss generalizing U-statistics and L-statistics, and containing other varieties of statistics as well, such as trimmed U-statistics, is studied. Using the differentiable statistical function approach, differential approximations are obtained and the influence curves of these generalized L-statistics are derived. These results are employed to establish asymptotic normality for such statistics. Parallel generalizations of M- and R-statistics are noted. Strong convergence, Berry-Esseen rates, and computational aspects are discussed.

Author(s):
Serfling, Robert J.
Author Organization(s):
JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF MATHEMATICAL SCIENCES
Descriptive Note:
Technical rept.,
Pagination:
0012

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-349, TR-81-8-ONR
Contract/Grant Number(s):
N00014-79-C-0801
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*STATISTICAL ANALYSIS, RANDOM VARIABLES, STATISTICAL SAMPLES, KERNEL FUNCTIONS, APPROXIMATION(MATHEMATICS), CONVERGENCE, DIFFERENTIAL EQUATIONS, MEAN, PARALLEL ORIENTATION, ASYMPTOTIC NORMALITY, FITTING FUNCTIONS(MATHEMATICS), THEOREMS, CURVE FITTING
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
L statistics, M statistics, R statistics, U statistics, Robust procedures
Report Date:
1981 Aug 01