Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case

George Anastassiou; Tomasz Rychlik

Applicationes Mathematicae (1999)

  • Volume: 26, Issue: 4, page 437-455
  • ISSN: 1233-7234

Abstract

top
Using tools of approximation theory, we evaluate rates of bias convergence for sequences of generalized L-statistics based on i.i.d. samples under mild smoothness conditions on the weight function and simple moment conditions on the score function. Apart from standard methods of weighting, we introduce and analyze L-statistics with possibly random coefficients defined by means of positive linear functionals acting on the weight function.

How to cite

top

Anastassiou, George, and Rychlik, Tomasz. "Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case." Applicationes Mathematicae 26.4 (1999): 437-455. <http://eudml.org/doc/219250>.

@article{Anastassiou1999,
abstract = {Using tools of approximation theory, we evaluate rates of bias convergence for sequences of generalized L-statistics based on i.i.d. samples under mild smoothness conditions on the weight function and simple moment conditions on the score function. Apart from standard methods of weighting, we introduce and analyze L-statistics with possibly random coefficients defined by means of positive linear functionals acting on the weight function.},
author = {Anastassiou, George, Rychlik, Tomasz},
journal = {Applicationes Mathematicae},
keywords = {Bernstein operator; modulus of smoothness; generalized L-statistic; Kantorovich operator; bias; positive linear operator; random weighting; Bernstein-Durrmeyer operator; K-functional; rate of convergence; K-functionals; positive linear operators},
language = {eng},
number = {4},
pages = {437-455},
title = {Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case},
url = {http://eudml.org/doc/219250},
volume = {26},
year = {1999},
}

TY - JOUR
AU - Anastassiou, George
AU - Rychlik, Tomasz
TI - Refined rates of bias convergence for generalized L-Statistics in the i.i.d. case
JO - Applicationes Mathematicae
PY - 1999
VL - 26
IS - 4
SP - 437
EP - 455
AB - Using tools of approximation theory, we evaluate rates of bias convergence for sequences of generalized L-statistics based on i.i.d. samples under mild smoothness conditions on the weight function and simple moment conditions on the score function. Apart from standard methods of weighting, we introduce and analyze L-statistics with possibly random coefficients defined by means of positive linear functionals acting on the weight function.
LA - eng
KW - Bernstein operator; modulus of smoothness; generalized L-statistic; Kantorovich operator; bias; positive linear operator; random weighting; Bernstein-Durrmeyer operator; K-functional; rate of convergence; K-functionals; positive linear operators
UR - http://eudml.org/doc/219250
ER -

References

top
  1. G. A. Anastassiou (1993), Moments in Probability and Approximation Theory, Pitman Res. Notes Math. Ser. 287, Longman Sci. & Tech., Harlow. Zbl0847.41001
  2. N. Balakrishnan and A. C. Cohen (1991), Order Statistics and Inference, Academic Press, Boston. Zbl0732.62044
  3. M. Bogdan (1994), Asymptotic distributions of linear combinations of order statistics, Appl. Math. (Warsaw) 24, 201-225. Zbl0806.62012
  4. D. Boos (1979), A differential for L-statistics, Ann. Statist. 7, 955-959. Zbl0423.62021
  5. J. D. Cao and H. H. Gonska (1989), Pointwise estimates for modified positive linear operators, Portugal. Math. 46, 402-430. Zbl0683.41031
  6. H. Chernoff, J. L. Gastwirth and M. V. Johns (1967), Asymptotic distribution of linear combinations of order statistics, with applications to estimation, Ann. Math. Statist. 38, 52-72. Zbl0157.47701
  7. H. A. David (1981), Order Statistics, 2nd ed., Wiley, New York. Zbl0553.62046
  8. R. A. DeVore and G. G. Lorentz (1993), Constructive Approximation, Grundlehren Math. Wiss. 303, Springer, Berlin. 
  9. Z. Ditzian and K. Ivanov (1989), Bernstein-type operators and their derivatives, J. Approx. Theory 56, 72-90. Zbl0692.41021
  10. I. Gavrea and D. H. Mache (1995), Generalization of Bernstein-type approximation methods, in: Approximation Theory, Proc. IDoMAT95, M. W. Müller, M. Felten and D. H. Mache (eds.), Math. Res. 86, Akademie-Verlag, Berlin, 115-126. Zbl1005.41500
  11. H. H. Gonska and R. K. Kovacheva (1994), The second order modulus revisited: remarks, applications, problems, Confer. Sem. Mat. Univ. Bari 257, 1-32. Zbl1009.41012
  12. H. H. Gonska and I. Meier (1984), Quantitative theorems on approximation by Bernstein-Stancu operators, Calcolo 21, 317-335. Zbl0568.41021
  13. H. H. Gonska and D.-X. Zhou (1995), Local smoothness of functions and Bernstein-Durrmeyer operators, Comput. Math. Appl. 30, No. 3-6 (special issue Concrete Analysis, G. A. Anastassiou (ed.)), 83-101. Zbl0838.41016
  14. H. H. Gonska and X.-L. Zhou (1995), The strong converse inequality for the Bernstein-Kantorovich operators, ibid., 103-128. Zbl0842.41019
  15. M. Heilmann (1988), L p -saturation of some modified Bernstein operators, J. Approx. Theory 54, 260-273. Zbl0654.41021
  16. R. Helmers, P. Janssen and R. Serfling (1990), Berry-Essen and bootstrap results for generalized L-statistics, Scand. J. Statist. 17, 65-77. Zbl0706.62016
  17. R. Helmers and H. Ruymgaart (1988), Asymptotic normality of generalized L-statistics with unbounded scores, J. Statist. Plann. Inference 19, 43-53. Zbl0664.62048
  18. U. Kamps (1995), A Concept of Generalized Order Statistics, Teubner Skr. Math. Stochastik, B. G. Teubner, Stuttgart. 
  19. H.-B. Knoop and X.-L. Zhou (1992), The lower estimate for linear positive operators, part 1: Constr. Approx. 11 (1995), 53-66, part 2: Results Math. 25 (1994), 300-315. 
  20. C.-D. Lea and M. L. Puri (1988), Asymptotic properties of linear functions of order statistics, J. Statist. Plann. Inference 18, 203-223. Zbl0652.62015
  21. D. H. Mache (1995), A link between Bernstein polynomials and Durrmeyer polynomials with Jacobi weights, in: Approximation Theory VIII, Vol. 1: Approximation and Interpolation, C. K. Chui and L. L. Schumaker (eds.), World Scientific, Singapore, 403-410. Zbl1137.41336
  22. V. Maier (1978a), L p approximation by Kantorovich operators, Anal. Math. 4, 289-295. Zbl0435.41011
  23. V. Maier (1978b), The L 1 saturation class of the Kantorovich operator, J. Approx. Theory 22, 223-232. Zbl0397.41012
  24. D. M. Mason (1981), Asymptotic normality of linear combinations of order statistics with a smooth score function, Ann. Statist. 9, 899-908. Zbl0472.62057
  25. D. M. Mason (1982), Some characterizations of strong laws for linear functions of order statistics, Ann. Probab. 10, 1051-1057. Zbl0505.60032
  26. D. M. Mason and G. R. Shorack (1992), Necessary and sufficient conditions for asymptotic normality of L-statistics, ibid. 20, 1779-1804. Zbl0765.62024
  27. R. Norvaiša (1994), Laws of large numbers for L-statistics, J. Appl. Math. Stochastic Anal. 7, 125-143. Zbl0823.60028
  28. R. Norvaiša and R. Zitikis (1991), Asymptotic behavior of linear combinations of functions of order statistics, J. Statist. Plann. Inference 28, 305-317. Zbl0732.62046
  29. R. Paltanea (1995), Best constants in estimates with second order moduli of continuity, in: Approximation Theory, Proc. IDoMAT95, M. W. Müller, M. Felten and D. H. Mache (eds.), Math. Res. 86, Akademie-Verlag, Berlin, 251-275. Zbl0839.41019
  30. R. Paltanea (1998), On an optimal constant in approximation by Bernstein operators, Rend. Circ. Mat. Palermo, to appear. Zbl0905.41009
  31. S. D. Riemenschneider (1978), The L p saturation of the Bernstein-Kantorovich polynomials, J. Approx. Theory 23, 158-162. Zbl0388.41011
  32. V. K. Rohatgi and A. K. M. D. E. Saleh (1988), A class of distributions connected to order statistics with nonintegral sample size, Comm. Statist. Theory Methods 17, 2005-2012. Zbl0639.62008
  33. P. K. Sen (1978), An invariance principle for linear combinations of order statistics, Z. Wahrsch. Verw. Gebiete 42, 327-340. Zbl0362.60022
  34. G. R. Shorack (1969), Asymptotic normality of linear combinations of functions of order statistics, Ann. Math. Statist. 40, 2041-2050. Zbl0188.51002
  35. G. R. Shorack (1972), Functions of order statistics, ibid. 43, 412-427. Zbl0239.62037
  36. L. Schumaker (1981), Spline Functions, Basic Theory, Wiley-Interscience, New York. Zbl0449.41004
  37. P. C. Sikkema (1961), Der Wert einiger Konstanten in der Theorie der Approximation mit Bernstein-Polynomen, Numer. Math. 3, 107-116. Zbl0099.04701
  38. S. M. Stigler (1974), Linear functions of order statistics with smooth weight functions, Ann. Statist. 2, 676-693. Zbl0286.62028
  39. S. M. Stigler (1977), Fractional order statistics, with applications, J. Amer. Statist. Assoc. 72, 544-550. Zbl0374.62048
  40. V. Totik (1983), L p ( p > 1 ) -approximation by Kantorovich polynomials, Analysis 3, 79-100. Zbl0501.41025
  41. V. Totik (1984), An interpolation theorem and its application to positive operators, Pacific J. Math. 111, 447-481. Zbl0501.41003
  42. J. A. Wellner (1977a), A Glivenko-Cantelli theorem and strong laws of large numbers for functions of order statistics, Ann. Statist. 5, 473-480. Zbl0365.62045
  43. J. A. Wellner (1977b), A law of the iterated logarithm for functions of order statistics, ibid. 5, 481-494. Zbl0365.62046
  44. X. Xiang (1995), A note on the bias of L-estimators and a bias reduction procedure, Statist. Probab. Lett. 23, 123-127. Zbl0819.62030
  45. W. R. van Zwet (1980), A strong law for linear functions of order statistics, Ann. Probab. 8, 986-990. Zbl0448.60025

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.