| 附加信息下分布函数与分位数估计的渐近性质 |
| |
| 引用本文： | 崔恒建.附加信息下分布函数与分位数估计的渐近性质[J].北京师范大学学报(自然科学版),1998,34(4):450-455. |
| |
| 作者姓名： | 崔恒建 |
| |
| 作者单位： | 北京师范大学数学系 |
| |
| 摘 要： | 对于在附加信息Ｅｇ（Ｘ）＝０下，用经验似然方法所获得的分布函数和分位数估计，给出了这些估计的强相合性，渐近正态性和重对数律，并且说明它们的渐近方差比通常分布函数和分位数估计的渐近方差要小。
|
| 关 键 词： | 附加信息 分位数估计 分布函数 渐近性质 |
THE ASYMPTOTIC PROPERTIES OF DISTRIBUTION FUNCTION AND QUANTILE ESTIMATES IN THE PRESENCE OF AUXILIARY INFORMATION |
| |
| Cui Hengjian.THE ASYMPTOTIC PROPERTIES OF DISTRIBUTION FUNCTION AND QUANTILE ESTIMATES IN THE PRESENCE OF AUXILIARY INFORMATION[J].Journal of Beijing Normal University(Natural Science),1998,34(4):450-455. |
| |
| Authors: | Cui Hengjian |
| |
| Abstract: | The strong consistency, asmptotic normality and the law of the iterated logarithm are obtained for the distribution function and quantile esthates derived by the empirical likelihood method in the presence of auxiliary Eg(X)=0. Moreover, their asymptotic variances are smaller than that of classical distribution and quantile estimates respectively. |
| |
| Keywords: | empirical likelihood ratio auxiliary information the law of the iterated logarithm quantile estimate |
| 本文献已被 CNKI 维普 等数据库收录！ |
