删失相依数据下的分位数核估计的Bahadur型表达

Bahadur Type Representation for the Kernel Quantile Estimation of Quantile Funtion with Censored Dependent Data

该文考虑了在删失相依数据下分位数函数的核估计.在适当条件下,建立了该估计的弱和强Bahadur型表达形式.作为它的应用,导出了该估计的渐近正态性.通过模拟给出了该估计在有限样本下的表现.

This paper considered the kerne estimation of the quantile function wtih censored dependent data. Under appropriate assumptions, the paper established the weak and strong Bahadur-type representations for the kernel estimation, derivd the asymptotic normality of the estimation and provided the representation of the estimation in firute samples via simulation