| ��λ���ع�Ĺ⻬������Ȼ |
| |
| 引用本文： | ���ҹ�,����.��λ���ع�Ĺ⻬������Ȼ[J].应用概率统计,2017,33(5):497-507. |
| |
| 作者姓名： | ���ҹ� ���� |
| |
| 作者单位： | ????????????????? |
| |
| 摘 要： |
|
| 关 键 词： | ??λ????? ????????? ???????????? |
Smoothed Empirical Likelihood Inference for Quantile Regression |
| |
| LI ZhongGui,HE ShuYuan.Smoothed Empirical Likelihood Inference for Quantile Regression[J].Chinese Journal of Applied Probability and Statisties,2017,33(5):497-507. |
| |
| Authors: | LI ZhongGui HE ShuYuan |
| |
| Institution: | chool of Mathematical Sciences, Capital NormalUniversity; |
| |
| Abstract: | For linear quantile regression model, this paper proves that the test statistics, besed on smoothed empirical likelihood (SEL) method and least absolute deviation (LAD) method, both converge weakly to a noncentral Chi-square distribution under the local alternatives $H_1:\beta=\beta_0+a_n$, where $\beta$ is the true parameter. Simulation results show that the SEL method is more efficient than the LAD method. |
| |
| Keywords: | quantile regression smoothed empirical likelihood noncentral Chi-square distribution |
|
| 点击此处可从《应用概率统计》浏览原始摘要信息 |
| 点击此处可从《应用概率统计》下载免费的PDF全文 |
