| 含附加信息时条件分位数的估计及其渐近性质 |
| |
| 引用本文： | 秦永松,苏淳.含附加信息时条件分位数的估计及其渐近性质[J].应用数学学报,2000,23(1):55-62. |
| |
| 作者姓名： | 秦永松 苏淳 |
| |
| 作者单位： | 1. 中国科学技术大学火灾科学国家重点实验室,合肥2,30026
2. 中国科学技术大学统计与金融系,合肥,230026 |
| |
| 基金项目： | 国家自然科学基金，国家教育部博士点基金和中国科学院特支经费资助项目． |
| |
| 摘 要： | 本文利用经验似然方法给出了含附加信息时条件分位数的一类新估计，在一定的正则条件下证明了估计的渐近正态性且渐近方差小于或等于通常的条件分位数核估计的渐近方差．
|
| 关 键 词： | 经验似然，条件分位数，附加信息，渐近方差 |
| 修稿时间： | 1998-02-27 |
ESTIMATORS AND THEIR ASYMPTOTIC PROPERTIES OF CONDITIONAL QUANTILES IN THE PRESENCE OF AUXILIARY INFORMATION |
| |
| QIN YONGSONG,SU CHUN.ESTIMATORS AND THEIR ASYMPTOTIC PROPERTIES OF CONDITIONAL QUANTILES IN THE PRESENCE OF AUXILIARY INFORMATION[J].Acta Mathematicae Applicatae Sinica,2000,23(1):55-62. |
| |
| Authors: | QIN YONGSONG SU CHUN |
| |
| Institution: | QIN YONGSONG
(State Key Lab. of Fire Science, University of Science and Technology of China, Hefei 230026)SU CHUN
(Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026) |
| |
| Abstract: | in this paper, we employ the empirical likelihood method to propose a new class of estimators of conditional quantiles in the presence of some auxiliary information. It is shown that the proposed estimators are asymptotically normally distributed with asymptotic variances no more than those of the usual kernel estimators. |
| |
| Keywords: | Empirical likelihood conditional quantiles auxiliary information asymptotic variance |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
