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| 引用本文： | ���ҹ�,����. ��λ���ع�Ĺ⻬������Ȼ[J]. 应用概率统计, 2017, 33(5): 497-507. DOI: 10.3969/j.issn.1001-4268.2017.05.006 |
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| 作者姓名： | ���ҹ� ���� |
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| 作者单位： | ????????????????? |
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| 摘 要： |
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| 关 键 词： | ??λ????? ????????? ???????????? |
Smoothed Empirical Likelihood Inference for Quantile Regression |
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| LI ZhongGui,HE ShuYuan. Smoothed Empirical Likelihood Inference for Quantile Regression[J]. Chinese Journal of Applied Probability and Statisties, 2017, 33(5): 497-507. DOI: 10.3969/j.issn.1001-4268.2017.05.006 |
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| Authors: | LI ZhongGui HE ShuYuan |
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| Affiliation: | chool of Mathematical Sciences, Capital NormalUniversity; |
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| 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. |
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| Keywords: | quantile regression ,smoothed empirical likelihood,noncentral Chi-square distribution, |
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