BOOTSTRAP CONFIDENCE-INTERVALS FOR CONDITIONAL QUANTILE FUNCTIONS

被引：0
|
作者：
GANGOPADHYAY, AK [1 ]
SEN, PK [1 ]
机构：
[1] UNIV N CAROLINA, CHAPEL HILL, NC 27514 USA
来源：
SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY | 1990年 / 52卷
关键词：
CONDITIONAL QUANTILE; KERNEL ESTIMATOR; NEAREST NEIGHBOR ESTIMATOR; BAHADUR REPRESENTATION; BOOTSTRAP CONFIDENCE INTERVAL; WEAK CONVERGENCE; WIENER PROCESS; ORDER STATISTICS; INDUCED ORDER STATISTICS;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Based on the (k(n)-) nearest neighbor as well as the (h(n)-) kernel methods of estimation, bootstrap confidence intervals for a conditional quantile function are considered. Along with a Bahadur-type representation for bootstrap sample quantiles, the crucial choices of k(n) and h(n) are examined, and the related asymptotic theory is presented in a systematic manner.
引用
收藏
页码：346 / 363
页数：18
相关论文
共 50 条
12345