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On strong laws for generalized L-statistics with dependent data

David GilatRoelof Helmers — 1997

Commentationes Mathematicae Universitatis Carolinae

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).

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