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基于相依函数型数据具有稳健性质的条件分位数核估计 被引量:2

A kernel estimate of conditional quantile with robust property based on dependent functional data
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摘要 文章基于相依函数型数据,通过一种具有稳健性质的方法,研究了条件分位数核估计,避免了采用双核方法中存在的问题;并在一定的条件下建立了估计量的几乎完全收敛的速度,推广了现有文献的结果。 In this paper, a kernel estimate of conditional quantile is investigated on the basis of dependent functional data by using a method with robust property. It can avoid the problems which may occur by using the double-kernel method. The almost complete convergence rate of the estimators is established under certain conditions which extends the results in the related literature.
作者 程伟 凌能祥
出处 《合肥工业大学学报(自然科学版)》 CAS CSCD 北大核心 2010年第4期613-615,624,共4页 Journal of Hefei University of Technology:Natural Science
基金 合肥工业大学精品课程资助项目(YJC2008Y07)
关键词 相依函数型数据 条件分位数估计 几乎完全收敛速度 dependent functional data conditional quantile estimate almost complete convergence rate
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参考文献14

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