应用数学
應用數學
응용수학
MATHEMATICA APPLICATA
2005年
3期
432-440
,共9页
ψ-混合样本%条件分位数%经验似然%核估计
ψ-混閤樣本%條件分位數%經驗似然%覈估計
ψ-혼합양본%조건분위수%경험사연%핵고계
ψ- mixing samples%Conditional quantiles%Empirical likelihood%Kernelestimator
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.
本文利用經驗似然方法構造瞭含附加信息時條件分位數的一類估計,併證明瞭估計的漸近正態性且漸近方差不大于通常覈估計的漸近方差.
본문이용경험사연방법구조료함부가신식시조건분위수적일류고계,병증명료고계적점근정태성차점근방차불대우통상핵고계적점근방차.
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.
