相协样本下分位数的核估计在有限个点处的联合渐近分布（英文）

Joint Asymptotic Distributions of Kernel Estimators of a Finite Number of Quantiles under Associated Samples

本文研究分位数的核估计在有限个不同点上的联合渐近分布.在相协样本下,构造分位数在有限个不同点上的核估计,并在适当的条件下证明所构造的估计的渐近正态性.最后还获得任意两个分位数差异的估计的渐近分布,推广现有文献中的相关结果.

In this paper,we study the joint asymptotic distributions of kernel estimators of a finite number of quantiles. Under associated samples, the asymptotical property for the kernel estimators of a finite number of quantiles are obtained under some suitable conditions. Finally, the asymptotic distribution of the estimator of the difference of any two quantiles is also obtained, which expands the results of the existing literatures.