缺失数据下条件分位数的估计及其渐近性质

Estimates and Their Asymptotic Properties of Conditional Quantile Under Missing Data

在响应变量满足随机缺失机制下,利用完全记录单元方法分别给出不含附加信息和含附加信息时条件分位数的估计,并在给定的正则条件下证明估计的渐近正态性.

In response to the variables in the random missing mechanism, we employ the C-C method to propose estimators of conditional quantiles in the absence and presence of some auxiliary information. It is shown that proposed estimators are asymptotic normally distributed in certain regularity conditions.