Research Report SRR03-003

An Edgeworth expansion of a studentized L-statistic

Yoshihiko Maesono

Abstract: We obtain an approximation of a jackknife variance estimator of a L-statistic and derive an approximation of a studentized L-statistic, in which we substitute the jackknife variance estimator. An Edgeworth expansion with remainder term o(n^-1) is established for this studentized L-statistic.

AMS Classification: Primary 62E20, Secondary 60F05
Date: 21 March 2003

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