响应变量缺失时条件分位数的经验似然置信区间

Empirical Likelihood Confidence Intervals of Conditional Quantile Under Missing Response Variable

本文利用经验似然的思想,分别构造在响应变量满足随机缺失(MAR)机制的条件下,不含附加信息和含附加信息时条件分位数的置信区间,并说明检验的渐近功效随信息量的增加而非降,推广了现有文献中的相应结果.

In this paper,the confidence interval of conditional quantile in the absence and presence of some anxiliary information is given on the basis of empirical likelihood when re- sponse variable satisfies the random missing mechanism. It is also shown that the asymptotic efficacy of test is not be reduced as the information is added. It extends the results in the re- lated literature.