Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences

被引:5
|
作者
Helmers, R
Zitikis, R
机构
[1] Ctr Math & Comp Sci, CWI, NL-1090 GB Amsterdam, Netherlands
[2] Univ Western Ontario, Dept Stat & Actuarial Sci, London, ON N6A 5B7, Canada
关键词
D O I
10.1090/S0002-9939-05-08096-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider generalized absolute Lorenz curves that include, as special cases, classical and generalized L-statistics as well as absolute or, in other words, generalized Lorenz curves. The curves are based on strictly stationary and ergodic sequences of random variables. Most of the previous results were obtained under the additional assumption that the sequences are weakly Bernoullian or, in other words, absolutely regular. We also argue that the latter assumption can be undesirable from the applications point of view.
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页码:3703 / 3712
页数:10
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