| ǿ��������Һ�������Ϣ����M���ƺͷ�λ�����ƵĽ������� |
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| 引用本文： | ��Ӣ��,��Ԫ,�����.ǿ��������Һ�������Ϣ����M���ƺͷ�λ�����ƵĽ�������[J].应用概率统计,2018,34(5):515-532. |
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| 作者姓名： | ��Ӣ�� ��Ԫ ����� |
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| 作者单位： | ?????????????????, ????, 510006; ????????????????????, ????, 541004 |
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| 摘 要： |
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| 关 键 词： | ???????? ??????? M???? ??λ?? |
M-estimation and Quantile Estimation in the Presence of Auxiliary Information under Strong Mixing Sample |
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| LI Yinghua,LI Yuan,QIN Yongsong.M-estimation and Quantile Estimation in the Presence of Auxiliary Information under Strong Mixing Sample[J].Chinese Journal of Applied Probability and Statisties,2018,34(5):515-532. |
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| Authors: | LI Yinghua LI Yuan QIN Yongsong |
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| Institution: | School of Economics and Statistics,Guangzhou University, Guangzhou, 510006, China; Department of Mathematics and Statistics,Guangxi Normal University, Guilin, 541004, China |
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| Abstract: | In this paper, we apply the empirical likelihood technique to propose a new class of M-estimators and quantile estimators in the presence of some auxiliary information under strong mixing samples. It is shown that the proposed M-estimators and quantile estimators are consistent and asymptotically normally distributed with smaller asymptotic variances than those of the usual M-estimators and quantile estimators. |
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| Keywords: | strong mixing sample empirical likelihood M-estimation quantile |
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