| 加权经验累计分位函数的弱收敛 |
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| 引用本文： | 赵林城,徐锦峰.加权经验累计分位函数的弱收敛[J].应用概率统计,2003,19(2):161-166. |
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| 作者姓名： | 赵林城 徐锦峰 |
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| 作者单位： | 中国科学技术大学统计与金融系,合肥,230026 |
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| 基金项目： | Research partially supported by National Natural Science Foundation of China(19631040),Ph.D.Program Foundation of Ministry of Education of China and Special Foundation of Academia sinica. |
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| 摘 要： | 记(X,Y)为二元随机变量,F(x)为X的边缘分布函数.定义Y关于X的分位回归函数为h(u)=E(Y|F(X)=u),记S(u)=∫u0J(t)h(t)dt为加权累计分位回归函数,其中J(@)为权函数.本文讨论了S(u)的经验版本的弱收敛性质.
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| 关 键 词： | D空间 C空间 分位回归函数 强相合性 弱收敛 相伴次序统计量 |
Weak Convergence of Weighted Empirical Cumulative Quantile Regression Functions |
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| Abstract.Weak Convergence of Weighted Empirical Cumulative Quantile Regression Functions[J].Chinese Journal of Applied Probability and Statisties,2003,19(2):161-166. |
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| Authors: | Abstract |
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| Abstract: | Let (X, Y) be a bivariate random variable and F(x) the marginal distribution function of X. We defineh(u) = E(YF(X) = u) as the quantile regression (QR) function of Y on X. The Cumulative QR function S(u)with weighted coefficients is defined as the integral of J(.)h(.) over the range 0, u], where J(.) is the weightfunction. In this paper, we discuss the convergence properties of its empirical versions. |
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| Keywords: | Function spaces D and C quantile regression function strong consistency weak convergence induced order statistics ]T |
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