| ψ-混合样本下含附加信息时条件分位数估计的渐近性质 |
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| 引用本文： | 秦永松,零东宇,姜波. ψ-混合样本下含附加信息时条件分位数估计的渐近性质[J]. 应用数学, 2005, 18(3) |
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| 作者姓名： | 秦永松 零东宇 姜波 |
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| 摘 要： | 本文利用经验似然方法构造了含附加信息时条件分位数的一类估计,并证明了估计的渐近正态性且渐近方差不大于通常核估计的渐近方差.
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| 关 键 词： | ψ-混合样本 条件分位数 经验似然 核估计 |
Asymptotic Properties of Estimators for Conditional Quantiles with Auxiliary Information under ψ- Mixing Samples |
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| QIN Yong-song,LING Dong-yu,JIANG Bo. Asymptotic Properties of Estimators for Conditional Quantiles with Auxiliary Information under ψ- Mixing Samples[J]. Mathematica Applicata, 2005, 18(3) |
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| Authors: | QIN Yong-song LING Dong-yu JIANG Bo |
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| Abstract: | In this paper, the empirical likelihood method is used to construct a class of estimators for conditional quantiles in the presence of some auxiliary information under a ψ- mixing sample. It is shown that the estimators are asymptotically distributed as normal random variables with asymptotic variances no more than those of usual kernel estimators. |
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| Keywords: | ψ- mixing samples Conditional quantiles Empirical likelihood Kernelestimator |
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