| 摘要: |
| 本文研究了ø-混合样本下总体的有限个分位数核估计的渐近性质.利用分块技术证明了ø-混合样本下总体的有限个分位数核估计的联合渐近分布为多元正态分布,推广了文献[16]的相关结果. |
| 关键词: ø-混合样本 分位数 核估计 联合分布 |
| DOI： |
| 分类号:O211.7 |
| 基金项目: |
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| JOINT ASYMPTOTIC DISTRIBUTION FOR A FINITE NUMBER OF QUANTILES UNDER Φ-MIXING SAMPLES |
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GUAN Quan-wen, QIN Yong-song
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College of Mathematics, Physics and Information Engineering, Zhejiang Normal University, Jinhua 321004, China
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| Abstract: |
| This paper investigates the asymptotic behavior for the kernel-type estimates of a finite number of quantiles under ø-mixing samples. By using the block-wise technique, We obtain that the joint distribution of the kernel-type estimates of a finite number of quantiles under ø-mixing samples is asymptotically multivariate normal distributions, which improve the results of Cai and Roussa [16]. |
| Key words: ø-mixing samples quantile kernel-type estimate joint distributions |
