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

Helmers, Roelof; Zitikis, Ričardas

doi:10.1090/S0002-9939-05-08096-2

Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences
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by Roelof Helmers and Ričardas Zitikis PDF

Proc. Amer. Math. Soc. 133 (2005), 3703-3712 Request permission

Abstract:

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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