QUANTILE ESTIMATION WITH AUXILIARY INFORMATION UNDER POSITIVELY ASSOCIATED SAMPLES

被引：0

作者：

李英华 ^{[1
]}

秦永松 ^{[1
]}

雷庆祝 ^{[1
]}

李丽凤 ^{[1
]}

机构：

[1] Department of Mathematics, Guangxi Normal University

来源：

Acta Mathematica Scientia | 2016年 / 02期

基金：

中国国家自然科学基金;

关键词：

Quantile; positively associated sample; empirical likelihood;

D O I：

暂无

中图分类号：

O212.1 [一般数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The empirical likelihood is used to propose a new class of quantile estimators in the presence of some auxiliary information under positively associated samples. It is shown that the proposed quantile estimators are asymptotically normally distributed with smaller asymptotic variances than those of the usual quantile estimators.

引用

页码：453 / 468

页数：16

共 8 条

[1] Confidence intervals for probability density functions under associated samples [J].

Li, Yinghua ;

Qin, Yongsong ;

Lei, Qingzhu .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2012, 142 (06) :1516-1524

[2] Quantile Estimation in the Presence of Auxiliary Information under Negatively Associated Samples [J].

Qin, Yongsong ;

Lei, Qingzhu .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 40 (23) :4289-4307

[3] The weak convergence for functions of negatively associated random variables [J].

Zhang, LX .

JOURNAL OF MULTIVARIATE ANALYSIS, 2001, 78 (02) :272-298

[4] Asymptotic normality of the kernel estimate of a probability density function under association [J].

Roussas, GG .

STATISTICS & PROBABILITY LETTERS, 2000, 50 (01) :1-12

[5] Smooth estimate of quantiles under association [J].

Cai, ZW ;

Roussas, GG .

STATISTICS & PROBABILITY LETTERS, 1997, 36 (03) :275-287

[6] M-ESTIMATION AND QUANTILE ESTIMATION IN THE PRESENCE OF AUXILIARY INFORMATION [J].

ZHANG, B .

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1995, 44 (01) :77-94

[7] KERNEL-TYPE DENSITY AND FAILURE RATE ESTIMATION FOR ASSOCIATED SEQUENCES [J].

BAGAI, I ;

RAO, BLSP .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1995, 47 (02) :253-266

[8]

Association of Random Variables, with Applications[J] . J. D. Esary,F. Proschan,D. W. Walkup. The Annals of Mathematical Statistics . 1967 (5)

← 1 →